Monte Carlo Methods for Adaptive Disorder Problems (Q2917426)
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English | 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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