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- Savas Dayanik, Christian Goulding, H. Vincent Poor
- Math. Oper. Res.
- 2008

Sequential change diagnosis is the joint problem of detection and identification of a sudden and unobservable change in the distribution of a random sequence. In this problem, the common probability law of a sequence of i.i.d. random variables suddenly changes at some disorder time to one of finitely many alternatives. This disorder time marks the start of… (More)

- Savas Dayanik, Christian Goulding
- IEEE Transactions on Information Theory
- 2009

The problem of detection and identification of an unobservable change in the distribution of a random sequence is studied via a hidden Markov model (HMM) approach. The formulation is Bayesian, on-line, discrete-time, allowing both single- and multiple- disorder cases, dealing with both independent and identically distributed (i.i.d.) and dependent… (More)

- Savas Dayanik, Christian Goulding, H. Vincent Poor
- 2007 41st Annual Conference on Information…
- 2007

This paper examines the joint problem of detection and identification of a sudden and unobservable change in the probability distribution function (pdf) of a sequence of independent and identically distributed (i.i.d.) random variables to one of finitely many alternative pdf's. The objective is quick detection of the change and accurate inference of the… (More)

- Ali Aram, Nick Barberis, +22 authors Xinxin Ban
- 2015

3766 * Edmans: London Business School, Regent’s Park, P-225, London NW1 4SA, UK, NBER, CEPR, and ECGI (e-mail: aedmans@london.edu); Goldstein: The Wharton School, 2321 Steinberg Hall–Dietrich Hall, 3620 Locust Walk, Philadelphia, PA 19104 (e-mail: itayg@wharton.upenn.edu); Jiang: Columbia Business School, 3022 Broadway, Uris Hall 803, New York, NY 10027… (More)

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