Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown

DOI10.1080/07474940701801994MaRDI QIDQ5458028zbMATH OpenOpenAlexFDO

Authors Marlo Brown

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

zbMATH Keywords

change-point detectiondynamic programmingPoisson processesriskBayesian stopping rulesunknown arrival rates

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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Cites work

• A Bayesian approach to inference about a change-point in a sequence of random variables
• A note on optimal stopping for possible change in the intensity of an ordinary Poisson process
• Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Inference about the change-point in a sequence of binomial variables
• Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points

Cited in

(19)

• Detection of changes of a multinomial process where the probability structure before and after the change is unknown
• Monitoring a Poisson process in several categories subject to changes in the arrival rates
• Early detection of a change in Poisson rate after accounting for population size effects
• Online Change Detection for a Poisson Process with a Phase-Type Change-Time Prior Distribution
• Detection of changes of multiple Poisson processes monitored at discrete time points where the arrival rates are unknown
• 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
• Filtering, Smoothing andM-ary Detection with Discrete Time Poisson Observations
• Optimal detection of a change-set in a spatial Poisson process
• Detecting Changes in a Poisson Process Monitored at Unequal Discrete Time Intervals
• Compound Poisson disorder problem with general disorder prior density
• scientific article; zbMATH DE number 3924480 (Why is no real title available?)
• 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 where the arrival rates are unknown
• Monitoring a Poisson process subject to gradual changes in the arrival rates
• On the Bayesian sequential change-point detection

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