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Abstract: We develop a framework for detecting fraud committed by a criminal existing outside the network of accounts he victimizes. The cornerstone of our approach is a Markov modulated Poisson process (MMPP), a Poisson process on which a second Poisson process is superimposed at random intervals determined by a Markov process. The MMPP is known in queuing theory but rare in statistics. The Markov process describes the presence/absence of the criminal. The second Poisson process describes the criminal's ... (Update)
Context of citations to this paper: More
...above. Markov source models are employed by Scott for the analysis of temporal data, with an application to telephone fraud detection [58]. There has also been work incorporating a notion of hierarchy into the framework of hidden Markov models [19, 49] this goes beyond the...
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BibTeX entry: (Update)
S.L. Scott, Bayesian Methods and Extensions for the Two State Markov Modulated Poisson Process, Ph.D. Thesis, Harvard University, Dept. of Statistics, 1998. http://citeseer.ist.psu.edu/scott98bayesian.html More
@misc{ scott98bayesian,
author = "S. Scott",
title = "Bayesian Methods and Extensions for the Two State Markov Modulated Poisson
Process",
text = "S.L. Scott, Bayesian Methods and Extensions for the Two State Markov Modulated
Poisson Process, Ph.D. Thesis, Harvard University, Dept. of Statistics,
1998.",
year = "1998",
url = "citeseer.ist.psu.edu/scott98bayesian.html" }
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Documents on the same site (http://www-rcf.usc.edu/~sls/research.html): More
Detecting Network Intrusion Using a Markov Modulated.. - Scott (2000) (Correct)
Accumulating Evidence of Fraud Using a Continuous Time Hidden.. - Scott (2001) (Correct)
Bayesian Methods for Hidden Markov Models: Recursive Computing in.. - Scott (2000) (Correct)
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