State-of-the-Art in Bayesian Changepoint Detection (Q3578019): Difference between revisions

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+Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models
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+Probability maximizing approach to optimal stopping and its application to a disorder problem
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+Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings
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+Information bounds and quick detection of parameter changes in stochastic systems
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+Procedures for Reacting to a Change in Distribution
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+Optimal stopping times for detecting changes in distributions
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+Sequential change detection revisited
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+Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions
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+Optimal detection of a change in distribution
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+Average run lengths of an optimal method of detecting a change in distribution
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+On Optimum Methods in Quickest Detection Problems
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+Q4172681
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+On Stochastic Models and Optimal Methods in the Quickest Detection Problems
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+Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint
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+General Asymptotic Bayesian Theory of Quickest Change Detection
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