Optimal detection of a change-set in a spatial Poisson process
Probability
2010-09-30 v1
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.
Cite
@article{arxiv.1009.5748,
title = {Optimal detection of a change-set in a spatial Poisson process},
author = {B. Gail Ivanoff and Ely Merzbach},
journal= {arXiv preprint arXiv:1009.5748},
year = {2010}
}
Comments
Published in at http://dx.doi.org/10.1214/09-AAP629 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)