Asymptotic Bayesian Theory of Quickest Change Detection for Hidden Markov Models.
IEEE Transactions on Information Theory(2019)
摘要
In the 1960s, Shiryaev developed a Bayesian theory of change-point detection in the i.i.d. case, which was generalized in the early 2000s by Tartakovsky and Veeravalli and recently by Tartakovsky (2017) for general stochastic models assuming a certain stability of the log-likelihood ratio process. Hidden Markov models represent a wide class of stochastic processes in a variety of applications. In ...
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关键词
Hidden Markov models,Bayes methods,Markov processes,Delays,Convergence,Computational modeling
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