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arXiv 1310.3285math.STstat.TH
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最快的变化点检测:鸟瞰图

Quickest Change-Point Detection: A Bird's Eye View

Aleksey S. Polunchenko, Grigory Sokolov, Wenyu Du

摘要:

我们提供了一个鸟瞰图到该地区的顺序变点检测。我们专注于离散时间的情况下,已知的前和后的变化数据分布,并提供了一个总结的最前沿的渐近结果建立在四个主要配方的基本最优化问题:贝叶斯,广义贝叶斯,极大极小,多循环。

英文摘要:

We provide a bird's eye view onto the area of sequential change-point detection. We focus on the discrete-time case with known pre- and post-change data distributions and offer a summary of the forefront asymptotic results established in each of the four major formulations of the underlying optimization problem: Bayesian, generalized Bayesian, minimax, and multi-cyclic.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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