Hock Peng Chan

From MaRDI portal
Person:558685

Available identifiers

zbMath Open chan.hock-pengMaRDI QIDQ558685

List of research outcomes





PublicationDate of PublicationType
Minimizing Change-Point Estimation Error2023-01-31Paper
Infinite Arms Bandit: Optimality via Confidence Bounds2022-07-19Paper
The multi-armed bandit problem: an efficient nonparametric solution2020-05-05Paper
Optimal UCB Adjustments for Large Arm Sizes2019-09-05Paper
Optimal sequential detection in multi-stream data2018-02-14Paper
Optimal sequential detection in multi-stream data2017-12-01Paper
A double application of the Benjamini-Hochberg procedure for testing batched hypotheses2017-08-14Paper
Multi-sequence segmentation via score and higher-criticism tests2017-06-23Paper
Multiscale adaptive inference on conditional moment inequalities2016-07-27Paper
Theory of segmented particle filters2016-05-17Paper
Optimal detection of multi-sample aligned sparse signals2015-10-30Paper
Theory of Parallel Particle Filters for Hidden Markov Models2014-09-15Paper
A general theory of particle filters in hidden Markov models and some applications2014-04-04Paper
https://portal.mardi4nfdi.de/entity/Q53269702013-08-01Paper
Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund2013-04-22Paper
Detection with the scan and the average likelihood ratio2013-03-07Paper
Rare-Event Simulation of Heavy-Tailed Random Walks by Sequential Importance Sampling and Resampling2013-02-28Paper
`A discussion on `Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim2012-10-19Paper
A sequential Monte Carlo approach to computing tail probabilities in stochastic models2012-01-10Paper
Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev2011-01-13Paper
Detection of spatial clustering with average likelihood ratio test statistics2009-12-09Paper
Maxima of moving sums in a Poisson random field2009-11-04Paper
Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei2008-12-04Paper
Genetic algorithms for feature selection in computer-aided diagnosis2008-04-14Paper
Some theoretical results on neural spike train probability models2008-02-26Paper
Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities2007-10-22Paper
Optimal strategies for a class of sequential control problems with precedence relations2007-10-17Paper
Scan Statistics With Weighted Observations2007-09-18Paper
Sequential Generalized Likelihood Ratios and Adaptive Treatment Allocation for Optimal Sequential Selection2006-07-13Paper
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices2006-06-12Paper
Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis2005-10-17Paper
Summation test for gap penalties and strong law of the local alignment score2005-07-13Paper
Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks2003-11-17Paper
Upper bounds and importance sampling of \(p\)-values of DNA and protein sequence alignments2003-08-07Paper
Boundary crossing probabilities for scan statistics and their applications to change-point detec\-tion2003-08-06Paper
Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families.2002-11-14Paper
A file linkage problem of DeGroot and Goel revisited2002-05-13Paper

Research outcomes over time

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