The term “changes in structure,” originating from work in econometrics, refers to structural modifications invoked by actions on a causal model. In this paper we formalize the...
It is becoming more important to design systems capable of performing high-level management and control tasks in interactive dynamic environments. At the same time, it is difficul...
: We analyze the comparative static effects of beneficial changes in the dependence structure between risks. In an insurance model with an insurable loss and dependent background w...
We view the task of change detection as a problem of object recognition from learning. The object is defined in a 3D space where the time is the 3rd dimension. We propose two com...
We show how to apply the efficient Bayesian changepoint detection techniques of Fearnhead in the multivariate setting. We model the joint density of vector-valued observations usi...