Quickest detection of state-transition in point processes: Application to neuronal activity

@article{Santaniello2011QuickestDO,
  title={Quickest detection of state-transition in point processes: Application to neuronal activity},
  author={Sabato Santaniello and Sridevi V. Sarma},
  journal={2011 5th International IEEE/EMBS Conference on Neural Engineering},
  year={2011},
  pages={108-111}
}
Quickest detection is the problem of detecting a change in the probability distribution of a sequence of random observations with as little delay as possible and with low probability of false alarm. To date, algorithms for quickest detection exist mainly for cases where the random observations are independent, and linear or exponential cost functions of the delay are used. We propose a dynamic programming algorithm to solve the quickest detection problem when dependencies exist among the… CONTINUE READING
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