Browsing by Keywords "Sequential change detection"

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    • Compound poisson disorder problems with nonlinear detection delay penalty cost functions 

      Dayanik, S. (2010)
      The quickest detection of the unknown and unobservable disorder time, when the arrival rate and mark distribution of a compound Poisson process suddenly changes, is formulated in a Bayesian setting, where the detection ...

    • Sequential sensor installation for wiener disorder detection 

      Dayanik, S.; Sezer, S. O. (Institute for Operations Research and the Management Sciences (I N F O R M S), 2016)
      We consider a centralized multisensor online quickest disorder detection problem where the observation from each sensor is a Wiener process gaining a constant drift at a common unobservable disorder time. The objective is ...

    • Wiener disorder problem with observations at fixed discrete time epochs 

      Dayanik, S. (Institute for Operations Research and the Management Sciences (I N F O R M S), 2010)
      Suppose that a Wiener process gains a known drift rate at some unobservable disorder time with some zero-modified exponential distribution. The process is observed only at known fixed discrete time epochs, which may not ...