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

Authors
  • Ivanoff, B. Gail
  • Merzbach, Ely
Type
Published Article
Publication Date
Sep 28, 2010
Submission Date
Sep 28, 2010
Identifiers
DOI: 10.1214/09-AAP629
Source
arXiv
License
Yellow
External links

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.

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