Monte Carlo Methods for Adaptive Disorder Problems (Q2917426)

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Monte Carlo Methods for Adaptive Disorder Problems
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    Monte Carlo Methods for Adaptive Disorder Problems (English)
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    28 September 2012
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    adaptive disorder
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    Bayes risk
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    regression Monte Carlo
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    particle filtering
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    statistical signal processing
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    disorder detection
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    stochastic filtering
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    optimal stopping
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    Wiener and Poisson observation processes
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    numerical examples
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