no code implementations • 24 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.
no code implementations • 31 Aug 2020 • Jason J. Ford, Jasmin James, Timothy L. Molloy
This paper considers the quickest detection problem for hidden Markov models (HMMs) in a Bayesian setting.