Open AccessOn the optimality of Bayesian change-point detection
Author(s) -
Dong Han,
Fugee Tsung,
Jinguo Xian
Publication year - 2017
Publication title -
annals of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 5.877
H-Index - 178
eISSN - 2168-8966
pISSN - 0090-5364
DOI - 10.1214/16-aos1479
Subject(s) - change detection , mathematics , bayesian probability , stopping time , false alarm , optimal stopping , statistics , algorithm , artificial intelligence , computer science