Multisource Bayesian sequential change detection
نویسندگان
چکیده
منابع مشابه
Multisource Bayesian sequential change detection
Suppose that local characteristics of several independent compound Poisson and Wiener processes change suddenly and simultaneously at some unobservable disorder time. The problem is to detect the disorder time as quickly as possible after it happens and minimize the rate of false alarms at the same time. These problems arise, for example, from managing product quality in manufacturing systems a...
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the problems of sequential change-point have several important applications in quality control, signal processing, and failure detection in industry and finance. we discuss a bayesian approach in the context of statistical process control: at an unknown time $tau$, the process behavior changes and the distribution of the data changes from p0 to p1. two cases are considered: (i) p0 and p1 are fu...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2008
ISSN: 1050-5164
DOI: 10.1214/07-aap463