Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund

DOI10.1080/07474946.2013.751845zbMath1271.62186OpenAlexW2049288069MaRDI QIDQ4916300

Alexander G. Tartakovsky

Publication date: 22 April 2013

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2013.751845

zbMATH Keywords

change-point detectionShiryaev-Roberts procedureCUSUM procedureaverage run length to false alarmaverage delay to detection

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (1)

Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov

Cites Work

• Efficient scalable schemes for monitoring a large number of data streams
• On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
• Detection of intrusions in information systems by sequential change-point methods
• Optimal detection of a change in distribution
• Optimal stopping times for detecting changes in distributions
• State-of-the-art in sequential change-point detection
• A numerical approach to performance analysis of quickest change-point detection procedures
• Quickest Detection Problems: Fifty Years Later
• On Optimum Methods in Quickest Detection Problems
• Procedures for Reacting to a Change in Distribution

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