Seminars
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
Forthcoming seminars
Seminar calendar
List of seminars
Archive by years
Register a seminar

Search
RSS
Forthcoming seminars






PreMoLab Seminar
April 12, 2012 17:00–18:30, Moscow, A. A. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences (Bol'shoi Karetnyi per., 19), room 615
 


Bayesian quickest detection problems: new general results and their applications

M. V. Zhitlukhin

Number of views:
This page:160

Abstract: We consider Bayesian quickest detection problems in a general setting. The first part of the talk is devoted to exact methods of solutions of these problems based on their reduction to optimal stopping problems. Here, an important role is played by the question of the existence of a Markovian sufficient statistic. We consider cases when such a statistic is given by the Kolmogorov-Shiryaev-Roberts process and provide the solutions of the corresponding optimal stopping problems. The second part of the talk is devoted to applications of the general theory to some specific problems. The results given in this part generalize well-known facts.

SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru
 
Contact us:
 Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2021