Work

Optimal detection of a change-set in a spatial Poisson process

Year: 2010

Type: article

Abstract: We generalize the classic change-point problem to a “change-set” framework: a spatial Poisson process changes its intensity on an unobservable random set. Optimal detection of the set is defined by maximizing the expected value of a gain function. In the case that the unknown change-set is defined by a locally finite set of incomparable points, we present a sufficient condition for optimal detection of the set using multiparameter martingale techniques. Two examples are discussed.

Source: The Annals of Applied Probability

DOI: 10.1214/09-aap629

Authors: B. Gail Ivanoff, Ely Merzbach

Institutions: Bar-Ilan University, University of Ottawa

Language: English

Topic: Advanced Statistical Process Monitoring

Subfield: Statistics, Probability and Uncertainty

Field: Decision Sciences

Domain: Social Sciences

Open Access status: bronze

Funders: University of Ottawa, Natural Sciences and Engineering Research Council of Canada

OpenAlex ID: W2004196510