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

DOI10.1080/07474946.2013.751844MaRDI QIDQ4916299zbMATH OpenOpenAlexFDO

Authors Yajun Mei

Publication date 22 April 2013

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2013.751844

zbMATH Keywords

asymptotic optimalitychange-point detectionrandom effects modelviral set point

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Optimal stopping in statistics (62L15)

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Cites work

• Efficient scalable schemes for monitoring a large number of data streams
• Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple

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