Search Results for author: Caitlin Tompkins

Found 1 papers, 0 papers with code

Exactly Optimal Quickest Change Detection of Markov Chains

no code implementations24 Mar 2023 Jason J. Ford, Justin M. Kennedy, Caitlin Tompkins, Jasmin James, Aaron McFadyen

This paper establishes that an exactly optimal rule for Bayesian Quickest Change Detection (QCD) of Markov chains is a threshold test on the no change posterior.

Change Detection

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