Highly Influenced

# Bayesian sequential change diagnosis

@article{Dayanik2008BayesianSC, title={Bayesian sequential change diagnosis}, author={Savas Dayanik and Christian Goulding and H. Vincent Poor}, journal={Math. Oper. Res.}, year={2008}, volume={33}, pages={475-496} }

- Published 2008 in Math. Oper. Res.
DOI:10.1287/moor.1070.0307

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 a new regime, whose fingerprint is the new law of observations. Both the disorder time and the identity of the new regime are unknown and… CONTINUE READING

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