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Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
Motivated by applications in cybersecurity and epidemiology, we consider the problem of detecting an abrupt change in the intensity of a Poisson process, characterised by a jump (non transitory change) or a bump (transitory change) from constant. We
Externí odkaz:
http://arxiv.org/abs/2106.04333
Autor:
Grela, Fabrice
Publikováno v:
Statistiques [math.ST]. Université Rennes 2, 2021. Français. ⟨NNT : 2021REN20052⟩
Motivated by applications in cybersecurity and epidemiology, this thesis addresses the problem of detecting and localising an abrupt change in a Poisson process. Firstly, we are interested in the detection of a change in the intensity of a Poisson pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::603ba6b18a16ca79ab6d24b3c08bc60b
https://theses.hal.science/tel-03682007/document
https://theses.hal.science/tel-03682007/document