Bayesian quickest change point detection with multiple candidates of post-change models

S Nath, J Wu - 2018 IEEE Global Conference on Signal and …, 2018 - ieeexplore.ieee.org
We study the quickest change point detection for systems with multiple possible post-change
models. A change point is the time instant at which the distribution of a random process …

Quickest change point detection with multiple postchange models

S Nath, J Wu - Sequential Analysis, 2020 - Taylor & Francis
We study the sequential quickest change point detection for systems with multiple possible
postchange models. A change point is the time instant at which the distribution of a random …