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PRODID:-//eluceo/ical//2.0/EN
VERSION:2.0
CALSCALE:GREGORIAN
BEGIN:VEVENT
UID:www.tcs.tifr.res.in/event/1767
DTSTAMP:20260828T043940Z
SUMMARY:Quickest Change Detection
DESCRIPTION:Speaker: Malhar Ajit  Managoli (TIFR)\n\nAbstract: \nThe proble
 m of quickest change detection is as follows: There is a stochastic proces
 s X_1\, X_2\, ... which is initially distributed according to a law P\, bu
 t at some point switches to a different law Q. The goal is to detect when 
 this change occurs as quickly as possible while limiting the probability o
 f false alarm. We will look at a version of this problem studied by Ritov 
 in 1990\, and show an optimal algorithm.\n
URL:https://www.tcs.tifr.res.in/web/events/1767
DTSTART;TZID=Asia/Kolkata:20260828T160000
DTEND;TZID=Asia/Kolkata:20260828T170000
LOCATION:A-201 (STCS Seminar Room)
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