State-of-the-Art in Bayesian Changepoint Detection
Author:
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/07474941003740997
Reference20 articles.
1. Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models
2. Probability maximizing approach to optimal stopping and its application to a disorder problem
3. Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings
4. Information bounds and quick detection of parameter changes in stochastic systems
5. Procedures for Reacting to a Change in Distribution
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