Hock Peng Chan

Available identifiers

zbMath Open chan.hock-pengMaRDI QIDQ558685

List of research outcomes

Publication	Date of Publication	Type
Minimizing Change-Point Estimation Error	2023-01-31	Paper
Infinite Arms Bandit: Optimality via Confidence Bounds	2022-07-19	Paper
The multi-armed bandit problem: an efficient nonparametric solution	2020-05-05	Paper
Optimal UCB Adjustments for Large Arm Sizes	2019-09-05	Paper
Optimal sequential detection in multi-stream data	2018-02-14	Paper
Optimal sequential detection in multi-stream data	2017-12-01	Paper
A double application of the Benjamini-Hochberg procedure for testing batched hypotheses	2017-08-14	Paper
Multi-sequence segmentation via score and higher-criticism tests	2017-06-23	Paper
Multiscale adaptive inference on conditional moment inequalities	2016-07-27	Paper
Theory of segmented particle filters	2016-05-17	Paper
Optimal detection of multi-sample aligned sparse signals	2015-10-30	Paper
Theory of Parallel Particle Filters for Hidden Markov Models	2014-09-15	Paper
A general theory of particle filters in hidden Markov models and some applications	2014-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q5326970	2013-08-01	Paper
Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund	2013-04-22	Paper
Detection with the scan and the average likelihood ratio	2013-03-07	Paper
Rare-Event Simulation of Heavy-Tailed Random Walks by Sequential Importance Sampling and Resampling	2013-02-28	Paper
`A discussion on `Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim	2012-10-19	Paper
A sequential Monte Carlo approach to computing tail probabilities in stochastic models	2012-01-10	Paper
Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev	2011-01-13	Paper
Detection of spatial clustering with average likelihood ratio test statistics	2009-12-09	Paper
Maxima of moving sums in a Poisson random field	2009-11-04	Paper
Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei	2008-12-04	Paper
https://portal.mardi4nfdi.de/entity/Q5457238	2008-04-14	Paper
Some theoretical results on neural spike train probability models	2008-02-26	Paper
Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities	2007-10-22	Paper
Optimal strategies for a class of sequential control problems with precedence relations	2007-10-17	Paper
Scan Statistics With Weighted Observations	2007-09-18	Paper
Sequential Generalized Likelihood Ratios and Adaptive Treatment Allocation for Optimal Sequential Selection	2006-07-13	Paper
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices	2006-06-12	Paper
Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis	2005-10-17	Paper
Summation test for gap penalties and strong law of the local alignment score	2005-07-13	Paper
Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks	2003-11-17	Paper
Upper bounds and importance sampling of \(p\)-values of DNA and protein sequence alignments	2003-08-07	Paper
Boundary crossing probabilities for scan statistics and their applications to change-point detec\-tion	2003-08-06	Paper
Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families.	2002-11-14	Paper
https://portal.mardi4nfdi.de/entity/Q2770356	2002-05-13	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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