On the optimality of Bayesian change-point detection (Q2403424)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the optimality of Bayesian change-point detection |
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On the optimality of Bayesian change-point detection (English)
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8 September 2017
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The main point is that the authors find optimal tests (with respect to the stopping times) for Bayesian change-point detection when the underlying prior may even constitute a Markov chain.
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optimal test
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Bayesian change-point detection
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Markov process
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