Institut de recherche mathématique de Rennes
IRMAR - UMR CNRS 6625
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Considering a Poisson process observed on a bounded, fixed interval, we are interested in the problem of detecting an abrupt change in its distribution, characterized by a jump in its intensity. Formulated as an off-line change-point problem, we address two distinct questions : the one of detecting...
Amphi Lebesgue, Rennes