Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev

DOI10.1080/07474946.2010.520612zbMath1274.62535OpenAlexW1968329499MaRDI QIDQ5894055

Nitis Mukhopadhyay

Publication date: 13 January 2011

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

Full work available at URL: https://doi.org/10.1080/07474946.2010.520612

zbMATH Keywords

Gibbs samplerSPRTrandom group sizesrandom SPRTMCMC simulations

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cites Work

• Theory and applications of a new methodology for the random sequential probability ratio test
• Stage‐Wise Adaptive Designs
• Sampling-Based Approaches to Calculating Marginal Densities
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
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