On the optimality of Bayesian change-point detection
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Publication:2403424
DOI10.1214/16-AOS1479zbMath1378.62041MaRDI QIDQ2403424
Fugee Tsung, Jinguo Xian, Dong Han
Publication date: 8 September 2017
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1498636860
Bayesian problems; characterization of Bayes procedures (62C10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
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