Séance Séminaire

Séminaire des Doctorant·e·s

Minimax and adaptive tests for detecting an abrupt change in a Poisson process

We adress the question of detecting a single change point characterized by a jump in the intensity of a Poisson process, defined with respect to some measure Ldt (L>0) over the interval [0,1]. This work, which can be viewed as a preliminary step to the construction of change point localization procedures, presents a nonasymptotic minimax study. By considering the usual distance of L^2([0,1]), we establish the minimax separation rates over various classes of alternatives, defined according to whether or not the jump position and/or size are known.