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

Professor Nikiforov has given a comprehensive overview of the quickest change detection/isolation problem in engineering. Following up on his discussion of asymptotically minimax properties of sequential generalized cumulative sum tests, we describe recent developments in postselection multiple test...

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Bibliographic Details
Published inSequential analysis Vol. 35; no. 3; pp. 305 - 310
Main Authors Lai, Tze Leung, Tsang, Ka Wai
Format Journal Article
LanguageEnglish
Published Philadelphia Taylor & Francis 02.07.2016
Taylor & Francis Ltd
Subjects
Asymptotic properties
Average run length to false detection and isolation
Big Data
Change detection
Control charts
Data management
Error analysis
false discovery rate
family-wise error rate
Kullback-Leibler information
Minimax technique
post-selection multiple testing
reproducibility crisis
Sequential analysis
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ISSN0747-4946
1532-4176
DOI10.1080/07474946.2016.1206372

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Summary:Professor Nikiforov has given a comprehensive overview of the quickest change detection/isolation problem in engineering. Following up on his discussion of asymptotically minimax properties of sequential generalized cumulative sum tests, we describe recent developments in postselection multiple testing and our work in relating them to sequential change detection/isolation in this big data era.
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ISSN:0747-4946
1532-4176
DOI:10.1080/07474946.2016.1206372