Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Optimal Bayesian Quickest Detection for Hidden Markov Models and
  Structured Generalisations   In this paper we consider the problem of quickly detecting changes in hidden
Markov models (HMMs) in a Bayesian setting, as well as several structured
generalisations including changes in statistically periodic processes, quickest
detection of a Markov process across a sensor array, quickest detection of a
moving target in a sensor network and quickest change detection (QCD) in
multistream data. Our main result establishes an optimal Bayesian HMM QCD rule
with a threshold structure. This framework and proof techniques allow us to
elegantly establish optimal rules for the structured generalisations by showing
that these problems are special cases of the Bayesian HMM QCD problem.
  The threshold structure enables us to develop bounds to characterise the
performance of our optimal rule and provide an efficient method for computing
the test statistic. Finally, we examine the performance of our rule in several
simulation examples and propose a technique for calculating the optimal
threshold.

11
The categories of this paper are: hep-lat
28
The categories of this paper are: alg-geom
25
The categories of this paper are: patt-sol
5
The categories of this paper are: gr-qc
13
The categories of this paper are: quant-ph
30
The categories of this paper are: q-alg
33
The categories of this paper are: plasm-ph
24
The categories of this paper are: dg-ga
34
The categories of this paper are: chem-ph
37
The categories of this paper are: supr-con
20
The categories of this paper are: acc-phys
14
The categories of this paper are: math-ph
8
The categories of this paper are: hep-ex
29
The categories of this paper are: funct-an
7
The categories of this paper are: hep-th
4
The categories of this paper are: cond-mat