Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown
DOI10.1080/07474940701801994zbMATH Open1255.60069OpenAlexW2045799160MaRDI QIDQ5458028FDOQ5458028
Publication date: 10 April 2008
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474940701801994
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change-point detectiondynamic programmingPoisson processesriskBayesian stopping rulesunknown arrival rates
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Cites Work
- A Bayesian approach to inference about a change-point in a sequence of random variables
- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
- Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
- Inference about the change-point in a sequence of binomial variables
- Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials
- A note on optimal stopping for possible change in the intensity of an ordinary Poisson process
- Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
Cited In (14)
- Monitoring a Poisson process in several categories subject to changes in the arrival rates
- Online Change Detection for a Poisson Process with a Phase-Type Change-Time Prior Distribution
- Compound Poisson disorder problem with uniformly distributed disorder time
- Semiparametric surveillance of monotonic changes
- A note on optimal stopping for possible change in the intensity of an ordinary Poisson process
- Detecting changes in a Poisson process monitored at random time intervals
- Detection of Changes of Multiple Poisson Processes Monitored at Discrete Time Points Where the Arrival Rates are Unknown
- Filtering, Smoothing andM-ary Detection with Discrete Time Poisson Observations
- Detecting Changes in a Poisson Process Monitored at Unequal Discrete Time Intervals
- Optimal detection of a change-set in a spatial Poisson process
- Title not available (Why is that?)
- Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
- Detecting changes in a Poisson process monitored at uneven time intervals where the arrival rates are unknown
- Monitoring a Poisson process subject to gradual changes in the arrival rates
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