"You are cordially invited to join the IE seminar..." FENS G032 13:40
  • FENS
  • "You are cordially invited to join the IE seminar..." FENS G032 13:40

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 Faculty of Engineering and Natural Sciences

SEMINAR ANNOUNCEMENT

Dear all,

You are cordially invited to join the IE seminar this week where MSE faculty members Hans Frenk and Semih Onur Sezer will be sharing their research interests.

Date: October 6th, 2010, Wednesday
Time: 13:40-15:00
Place: FENS G032

The abstract for Semih Onur Sezer's talk is as follows:
In the Wiener disorder problem, the drift of a Wiener process changes suddenly at some unknown and unobservable disorder time. The objective is to detect this change as quickly as possible after it happens. In this talk, we discuss this problem in its Bayesian framework under the assumption that the change time has a zero-modified exponential prior distribution. In particular, by solving an auxiliary optimal stopping problem (for the conditional probability process), we identify a detection rule that minimizes a Bayes risk including the detection delay and frequency of early false alarms. After presenting the solution we conclude the talk with various extensions.


Best regards,
Murat Kaya 

October 06, 2010, 13:40, G032