Besoin d'une information ?

RECHERCHEZ LE CONTENU QUI VOUS INTÉRESSE :
Logo laboratoire

16 février

Séminaire Fabrice Grela (Rennes 2)

Organisateur : Ceci est l'organisateur de l'èvénement

Lieu : Ceci est le lieu

Contact : A. Popier

Minimax detection and localisation of an abrupt change in a Poisson process
Fabrice Grela (Rennes 2)

Title : Minimax detection and localisation of an abrupt change in a Poisson process

 

Abstract : Considering a Poisson process observed on a bounded, fixed interval, we are interested in the problem of detecting an abrupt change in its distribution, characterized by a jump in its intensity. Formulated as an off-line change-point problem, we address two distinct questions : the one of detecting a change-point and the one of estimating the jump location of such change-point once detected. This study aims at proposing a non-asymptotic minimax testing set-up, first to construct a minimax and adaptive detection procedure and then to give a minimax study of a multiple testing procedure designed for change-point localisation.

 

Partagez : FacebookTwitterLinkedInMailImprimez