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

DOI10.1080/07474946.2016.1206372zbMath1359.62340OpenAlexW2520757126MaRDI QIDQ5890984

Ka Wai Tsang, Tze Leung Lai

Publication date: 28 October 2016

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

Full work available at URL: https://doi.org/10.1080/07474946.2016.1206372

zbMATH Keywords

Kullback-Leibler informationfamily-wise error ratebig datafalse discovery ratereproducibility crisisaverage run length to false detection and isolationpost-selection multiple testing

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites Work

• Unnamed Item
• Efficient scalable schemes for monitoring a large number of data streams
• Sequential multi-sensor change-point detection
• Detection of intrusions in information systems by sequential change-point methods
• Optimal detection of a change in distribution
• Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
• Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities
• Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
• Multivariate Statistical Process Control Using LASSO
• Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
• Efficient recursive algorithms for detection of abrupt changes in signals and control systems
• Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems
• Information bounds and quick detection of parameter changes in stochastic systems
• Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis