2018 IEEE Global Conference on Signal and Information Processing (GlobalSIP) 2018
DOI: 10.1109/globalsip.2018.8646596
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Bayesian Quickest Change Point Detection With Multiple Candidates of Post-Change Models

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Cited by 5 publications
(2 citation statements)
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“…Generally, change detection methods can be classified into two categories, Bayesian and non-Bayesian (minimax) methods. If the prior probability of the change point is known, then the methods are Bayesian procedures, such as [30], [31]. On the other hand, when the prior probability of the change point is unknown, the low latency change detection methods are developed under the minimax or non-Bayesian criterion.…”
Section: In Addition Online Diagnosis Methods Allow Automatic Remotementioning
confidence: 99%
“…Generally, change detection methods can be classified into two categories, Bayesian and non-Bayesian (minimax) methods. If the prior probability of the change point is known, then the methods are Bayesian procedures, such as [30], [31]. On the other hand, when the prior probability of the change point is unknown, the low latency change detection methods are developed under the minimax or non-Bayesian criterion.…”
Section: In Addition Online Diagnosis Methods Allow Automatic Remotementioning
confidence: 99%
“…Offline approaches handle the data set as a batch and identify the locations of the points by looking back to the whole data set. Many of the Bayesian studies work offline on a fixed size data [25][26][27]. On the other hand, online approaches work on a sequential data and aim to detect the locations of the CPs as soon as possible after they occur.…”
Section: Related Workmentioning
confidence: 99%