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Data-Efficient Quickest Change Detection with On-Off Observation Control
Data-Efficient Change Detection On-Off Observation Control
2011/6/16
In the classical version of the Bayesian quickest change detection problem proposed by Shiryaev,
there is a sequence of observations whose distribution changes at a random time, and the goal is to
m...
Optimal sequential change-detection for fractional stochastic differential equations
优化序贯Optimal sequential change-detection fractional stochastic differential equations
2011/3/18
The sequential detection of an abrupt and persistent change in the dynamics of an arbitrary continuous-path stochastic process is considered; the optimality of the cumulative sums (CUSUM) test is esta...