Quickest Detection Hardback

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9780521621045: Quickest Detection Hardback
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The problem of detecting abrupt changes in the behavior of a signal arises in many fields. Quickest detection refers to real-time detection of changes as quickly as possible after they occur. This book describes the theory underpinning the field, enabling the reader to design, analyze, and understand quickest detection algorithms.

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Críticas:

'Nothing endures but change. This timely book applies Heraclitus' fundamental principle to the processes used to describe change itself. As financial markets ebb and flow, practitioners schooled in quickest detection stand the greatest chance for survival.' Peter Carr, Head of Quantitative Financial Research, Bloomberg

'Quickest Detection is a fascinating read and a nice summary of the state of the art in this area. I would recommend it for use in either coursework or practical engineering.' IEEE Microwave Magazine

Biografía del autor:

H. Vincent Poor is Michael Henry Strater University Professor of Electrical Engineering, and Dean of the School Engineering and Applied Science, at Princeton University, New Jersey, from which he received his PhD in 1977. Prior to joining the Princeton faculty in 1990, he was on the faculty of the University of Illinois, Urbana-Champaign, and has held visiting positions at a number of other institutions, including Imperial College, Harvard University, Massachusetts and Stanford University, California. He is a Fellow of the IEEE, the Institute of Mathematical Statistics, and the American Academy of Arts and Sciences, as well as a member of the US National Academy of Engineering.

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1.

H. Vincent Poor
Publicado por Cambridge University Press, Cambridge, UK (2008)
ISBN 10: 0521621046 ISBN 13: 9780521621045
Nuevo Tapa dura Original o primera edición Cantidad disponible: > 20
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Vikram Jain
(New Delhi, DELHI, India)
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Descripción Cambridge University Press, Cambridge, UK, 2008. Hardcover. Condición: New. Estado de la sobrecubierta: New. First Edition. The problem of detecting abrupt changes in the behavior of an observed signal or time series arises in a variety of fields, including climate modeling, finance, image analysis, and security. Quickest detection refers to real-time detection of such changes as quickly as possible after they occur. Using the framework of optimal stopping theory, this book describes the fundamentals underpinning the field, providing the background necessary to design, analyze, and understand quickest detection algorithms. For the first time the authors bring together results which were previously scattered across disparate disciplines, and provide a unified treatment of several different approaches to the quickest detection problem. This book is essential reading for anyone who wants to understand the basic statistical procedures for change detection from a fundamental viewpoint, and for those interested in theoretical questions of change detection. It is ideal for graduate students and researchers of engineering, statistics, economics, and finance. Contents 1. Introduction 2. Probabilistic framework 3. Markov optimal stopping theory 4. Sequential detection 5. Bayesian quickest detection 6. Non-bayesian quickest detection 7. Additional topics. Printed Pages: 244. Size: 247 x 174 Mm. Nº de ref. del artículo: 027722

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H. Vincent Poor, Olympia Hadjiliadis
ISBN 10: 0521621046 ISBN 13: 9780521621045
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Descripción Paperback. Condición: New. Softcover Book, New Condition, Fast Shipping. Ready in Stock. 1st Edition. [Please Read Carefully Before Buying], This Is An International Edition. Printed In Black and White. , Book Cover And ISBN No May Be Different From US Edition. Restricted Sales Disclaimer Wordings Not For Sales In USA And Canada May Be Printed On The Cover Of The Book. Standard Shipping 7-14 Business Days. Expedited Shiping 4-8 Business Days. ***WE DO NOT ENTERTAIN BULK ORDERS.*** The Books May Be Ship From Overseas For Inventory Purpose. Nº de ref. del artículo: 280843

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H. Vincent Poor
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Descripción Cambridge University Press, Cambridge, UK, 2008. Hardcover. Condición: New. Estado de la sobrecubierta: New. First Edition. The problem of detecting abrupt changes in the behavior of an observed signal or time series arises in a variety of fields, including climate modeling, finance, image analysis, and security. Quickest detection refers to real-time detection of such changes as quickly as possible after they occur. Using the framework of optimal stopping theory, this book describes the fundamentals underpinning the field, providing the background necessary to design, analyze, and understand quickest detection algorithms. For the first time the authors bring together results which were previously scattered across disparate disciplines, and provide a unified treatment of several different approaches to the quickest detection problem. This book is essential reading for anyone who wants to understand the basic statistical procedures for change detection from a fundamental viewpoint, and for those interested in theoretical questions of change detection. It is ideal for graduate students and researchers of engineering, statistics, economics, and finance. Contents 1. Introduction 2. Probabilistic framework 3. Markov optimal stopping theory 4. Sequential detection 5. Bayesian quickest detection 6. Non-bayesian quickest detection 7. Additional topics. Printed Pages: 244. Size: 247 x 174 Mm. Nº de ref. del artículo: 027722

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Poor, H., Vincent;Hadjiliadis, Olympia
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Descripción West Nyack, New York, U.S.A.: Cambridge Univ Pr, 2008. Hardcover. Condición: New. Ship out 1-2 business day,Brand new,US edition, Free tracking number usually 2-4 biz days delivery to worldwide Same shipping fee with US, Canada,Europe country, Australia, please use your post office system to track the item, item will ship out from either LA or Asia,k. Nº de ref. del artículo: ABE-5265099808

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H. Vincent Poor & Olympia Hadjiliadis
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Descripción Cambridge University Press, 2008. Hardcover. Condición: New. First edition. The problem of detecting abrupt changes in the behavior of an observed signal or time series arises in a variety of fields, including climate modeling, finance, image analysis, and security. Quickest detection refers to real-time detection of such changes as quickly as possible after they occur. Using the framework of optimal stopping theory, this book describes the fundamentals underpinning the field, providing the background necessary to design, analyze, and understand quickest detection algorithms. For the first time the authors bring together results which were previously scattered across disparate disciplines, and provide a unified treatment of several different approaches to the quickest detection problem. This book is essential reading for anyone who wants to understand the basic statistical procedures for change detection from a fundamental viewpoint, and for those interested in theoretical questions of change detection. It is ideal for graduate students and researchers of engineering, statistics, economics, and finance. Contents 1. Introduction 2. Probabilistic framework 3. Markov optimal stopping theory 4. Sequential detection 5. Bayesian quickest detection 6. Non-bayesian quickest detection 7. Additional topics. Printed Pages: 242. Nº de ref. del artículo: 9727

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H. Vincent Poor & Olympia Hadjiliadis
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ISBN 10: 0521621046 ISBN 13: 9780521621045
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Descripción Cambridge University Press, 2008. Hardcover. Condición: New. First edition. The problem of detecting abrupt changes in the behavior of an observed signal or time series arises in a variety of fields, including climate modeling, finance, image analysis, and security. Quickest detection refers to real-time detection of such changes as quickly as possible after they occur. Using the framework of optimal stopping theory, this book describes the fundamentals underpinning the field, providing the background necessary to design, analyze, and understand quickest detection algorithms. For the first time the authors bring together results which were previously scattered across disparate disciplines, and provide a unified treatment of several different approaches to the quickest detection problem. This book is essential reading for anyone who wants to understand the basic statistical procedures for change detection from a fundamental viewpoint, and for those interested in theoretical questions of change detection. It is ideal for graduate students and researchers of engineering, statistics, economics, and finance. Contents 1. Introduction 2. Probabilistic framework 3. Markov optimal stopping theory 4. Sequential detection 5. Bayesian quickest detection 6. Non-bayesian quickest detection 7. Additional topics. Printed Pages: 242. Nº de ref. del artículo: 9727

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H. Vincent Poor
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Descripción Cambridge University Press, 2008. HRD. Condición: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. del artículo: IP-9780521621045

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Poor, H. Vincent
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Descripción Cambridge University Press, 2016. Paperback. Condición: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Nº de ref. del artículo: ria9780521621045_lsuk

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Poor, H. Vincent/ Hadjiliadis, Olympia
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Descripción Cambridge University Press, 2008. Hardcover. Condición: Brand New. 1st edition. 256 pages. 9.76x6.85x0.71 inches. In Stock. Nº de ref. del artículo: __0521621046

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