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SUMMARY:Optimal Detection of a Hidden Target - Peskir\, G (University of M
 anchester)
DTSTART:20140114T163000Z
DTEND:20140114T170000Z
UID:TALK49863@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION: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 hyp
 otheses 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 inf
 erence for change-points.\n
LOCATION:Seminar Room 1\, Newton Institute
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