COOKIES: By using this website you agree that we can place Google Analytics Cookies on your device for performance monitoring. |

University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Precision of Disorders Detection

## Precision of Disorders DetectionAdd to your list(s) Download to your calendar using vCal - Szajowski, K (Wroclaw University of Technology)
- Wednesday 15 January 2014, 16:30-17:00
- Seminar Room 1, Newton Institute.
If you have a question about this talk, please contact Mustapha Amrani. Inference for Change-Point and Related Processes The lecture presents the results on the problem of change point detection for Markov processes generalizing the results contained in the publications [2], [4], [3] and [1]. The short description are as follows. A random sequence having segments being the homogeneous Markov processes is registered. Each segment has his own transition probability law and the length of the segment is unknown and random. The transition probabilities of each process are known and joint a priori distribution of the disorder moments is given. The detection of the disorder rarely is precise. The decision maker accepts some deviation in estimation of the disorder moment. In the models taken into account the aim is to indicate the change point with xed, bounded error with maximal probability. The case with various precision for over and under estimation of this point is analysed including situation when the disorder does not appears with positive probability is also included. The observed sequence, when the change point is known, has the Markov properties. The results explain the structure of optimal detector in various circumstances and shows new details of the solution construction as well insignicantly extends range of application. The motivation for this investigation is the modelling of the attacks in the node of networks. The objectives is to detect one of the attack immediately or in very short time before or after it appearance with highest probability. The problem is reformulated to optimal stopping of the observed sequences. The detailed analysis of the problem is presented to show the form of optimal decision function. Key Words: disorder problem, sequential detection, optimal stopping, multi-variate optimization This talk is part of the Isaac Newton Institute Seminar Series series. ## This talk is included in these lists:- All CMS events
- Featured lists
- INI info aggregator
- Isaac Newton Institute Seminar Series
- School of Physical Sciences
- Seminar Room 1, Newton Institute
- bld31
Note that ex-directory lists are not shown. |
## Other listsLaboratory for Scientific Computing Land Economy Departmental Seminar Series Arcadia Lectures EA: Cambridge Engineering Safe AI Immigration in Germany## Other talksCambridge - Corporate Finance Theory Symposium September 2017 - Day 1 Small Opuntioideae Synthesising Molecular Function: Shape Matters An approach to the four colour theorem via Donaldson- Floer theory Asclepiadaceae Molecular mechanisms of cardiomyopathies in patients with severe non-ischemic heart failure Scale and anisotropic effects in necking of metallic tensile specimens Disease Migration Surrogate models in Bayesian Inverse Problems |