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pro vyhledávání: '"Dayanik, Savas"'
Autor:
Dayanik, Savas1 (AUTHOR), Sezer, Semih O2 (AUTHOR) sezer@sabanciuniv.edu
Publikováno v:
Methodology & Computing in Applied Probability. Mar2023, Vol. 25 Issue 1, p1-27. 27p.
Autor:
Dayanik, Savas1 (AUTHOR), Sezer, Semih O.2 (AUTHOR) sezer@sabanciuniv.edu
Publikováno v:
Mathematical Methods of Operations Research. Feb2023, Vol. 97 Issue 1, p25-56. 32p.
Akademický článek
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Autor:
Dayanik, Savas, Yamazaki, Kazutoshi
We consider a unified framework of sequential change-point detection and hypothesis testing modeled by means of hidden Markov chains. One observes a sequence of random variables whose distributions are functionals of a hidden Markov chain. The object
Externí odkaz:
http://arxiv.org/abs/1312.3352
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 sudden
Externí odkaz:
http://arxiv.org/abs/0710.4847
Publikováno v:
Annals of Applied Probability 2008, Vol. 18, No. 2, 552-590
Suppose that local characteristics of several independent compound Poisson and Wiener processes change suddenly and simultaneously at some unobservable disorder time. The problem is to detect the disorder time as quickly as possible after it happens
Externí odkaz:
http://arxiv.org/abs/0708.0224
This paper examines the joint problem of detection and identification of a sudden and unobservable change in the probability distribution function (pdf) of a sequence of independent and identically distributed (i.i.d.) random variables to one of fini
Externí odkaz:
http://arxiv.org/abs/0705.0043
Publikováno v:
Annals of Applied Probability 2006, Vol. 16, No. 3, 1190-1261
We study the quickest detection problem of a sudden change in the arrival rate of a Poisson process from a known value to an unknown and unobservable value at an unknown and unobservable disorder time. Our objective is to design an alarm time which i
Externí odkaz:
http://arxiv.org/abs/math/0610184
Correction to: Asymptotically optimal Bayesian sequential change detection and identification rules.
Autor:
Dayanik, Savas1 (AUTHOR), Powell, Warren B.2 (AUTHOR), Yamazaki, Kazutoshi3 (AUTHOR) k-yamazaki@sigmath.es.osaka-u.ac.jp
Publikováno v:
Annals of Operations Research. Jan2024, Vol. 332 Issue 1-3, p1275-1276. 2p.
Autor:
Dayanik, Savas, Sezer, Semih O.
Publikováno v:
Mathematics of Operations Research, 2016 Aug 01. 41(3), 827-850.
Externí odkaz:
http://www.jstor.org/stable/24736384