64 citations · 98 across the 5 of their papers we have counts for
5 papers
Asymptotic theory of sequential detection and identification in the hidden Markov models
Savas Dayanik, Kazutoshi Yamazaki
We consider a unified framework of sequential change-point detection and hypothesis testing modeled by means of hidden Markov chains. One observes a sequence of random variables wh…
Bayesian sequential change diagnosis
Savas Dayanik, Christian Goulding, H. Vincent Poor
Sequential change diagnosis is the joint problem of detection and identification of a sudden and unobservable change in the distribution of a random sequence. In this problem, the…
Multisource Bayesian sequential change detection
Savas Dayanik, H. Vincent Poor, Semih O. Sezer
Suppose that local characteristics of several independent compound Poisson and Wiener processes change suddenly and simultaneously at some unobservable disorder time. The problem i…
Joint Detection and Identification of an Unobservable Change in the Distribution of a Random Sequence
Savas Dayanik, Christian Goulding, H. Vincent Poor
This paper examines the joint problem of detection and identification of a sudden and unobservable change in the probability distribution function (pdf) of a sequence of independen…
Adaptive Poisson disorder problem
Erhan Bayraktar, Savas Dayanik, Ioannis Karatzas
We study the quickest detection problem of a sudden change in the arrival rate of a Poisson process from a known value to an unknown and unobservable value at an unknown and unobse…