Optimal Detection of a Hidden Target

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• Peskir, G (University of Manchester)
• Tuesday 14 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

Imagine that you are observing a sample path of the continuous process started at zero and that you wish to detect when this sample path reaches a level that is not directly observable. Situations of this type occur naturally in many applied problems and there is a whole range of hypotheses that can be introduced to study various particular aspects of the problem. We will present a review of the recent results with a view to inference for change-points.

This talk is part of the Isaac Newton Institute Seminar Series series.

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