QD-PINN:A Physics-Informed Neural Network Approach to Bayesian Quickest Detection in High-Dimensional Diffusions
arXiv:2610.37473v1 Announce Type: new Abstract: Quickest detection problems (QDPs) arise in a wide range of applications. However, the complementarity structure of the associated variational inequalities poses substantial challenges for traditional numerical methods, particularly in high-dimensiona…
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- 2026-10-28 04:00 · arXiv stat.ML
QD-PINN:A Physics-Informed Neural Network Approach to Bayesian Quickest Detection in High-Dimensional Diffusions