Bayesian Quickest Detection in Sensor Arrays

DOI10.1080/07474946.2012.719437zbMath1275.62030MaRDI QIDQ4650225

Michael Ludkovski

Publication date: 27 November 2012

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2012.719437

zbMATH Keywords

multiple change-point detection; particle filtering

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62F15: Bayesian inference

62C10: Bayesian problems; characterization of Bayes procedures

93E11: Filtering in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

62L15: Optimal stopping in statistics

Related Items

Sequential algorithms for moving anomaly detection in networks

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