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

DOI10.1080/07474946.2013.751845zbMath1271.62186MaRDI QIDQ4916300

Alexander G. Tartakovsky

Publication date: 22 April 2013

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

Full work available at URL: https://doi.org/10.1080/07474946.2013.751845

zbMATH Keywords

change-point detection; Shiryaev-Roberts procedure; CUSUM procedure; average run length to false alarm; average delay to detection

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F15: Bayesian inference

62P30: Applications of statistics in engineering and industry; control charts

62L10: Sequential statistical analysis

62L15: Optimal stopping in statistics

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

Cites Work

• Efficient scalable schemes for monitoring a large number of data streams
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• State-of-the-art in sequential change-point detection
• A numerical approach to performance analysis of quickest change-point detection procedures
• Quickest Detection Problems: Fifty Years Later
• On Optimum Methods in Quickest Detection Problems
• Procedures for Reacting to a Change in Distribution