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

Abstract Change-point detection is an important subarea of statistics that spans various branches of science and engineering. Professor David Siegmund is an internationally recognized expert and an eminent researcher in statistics in general and sequential analysis in particular, and his article is an important contribution to change-point methods and their scientific and historic overview. This discussion expands on some of the methods and recent results, mostly sequential.

[1]  Alexander G. Tartakovsky,et al.  On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution , 2009, 0904.3370.

[2]  Moshe Pollak,et al.  ON OPTIMALITY PROPERTIES OF THE SHIRYAEV-ROBERTS PROCEDURE , 2007, 0710.5935.

[3]  A. Shiryaev.  Quickest Detection Problems: Fifty Years Later , 2010 .

[4]  Moshe Pollak,et al.  Third-order asymptotic optimality of the generalized Shiryaev - Roberts changepoint detection procedures@@@Third-order asymptotic optimality of the generalized Shiryaev - Roberts changepoint detection procedures , 2011 .

[5]  George V. Moustakides,et al.  A NUMERICAL APPROACH TO PERFORMANCE ANALYSIS OF QUICKEST CHANGE-POINT DETECTION PROCEDURES , 2009, 0907.3521.

[6]  M. Pollak.  Optimal Detection of a Change in Distribution , 1985 .

[7]  G. Lorden.  PROCEDURES FOR REACTING TO A CHANGE IN DISTRIBUTION , 1971 .

[8]  R.M. Gagliardi,et al.  Application of Three-Dimensional Filtering to Moving Target Detection , 1983, IEEE Transactions on Aerospace and Electronic Systems.

[9]  Aleksey S. Polunchenko,et al.  State-of-the-Art in Sequential Change-Point Detection , 2011, 1109.2938.

[10]  Kluwer Academic Publishers.  Methodology and computing in applied probability , 1999 .

[11]  A. Shiryaev.  On Optimum Methods in Quickest Detection Problems , 1963 .

[12]  G. Moustakides.  Optimal stopping times for detecting changes in distributions , 1986 .

[13]  J. Brown,et al.  Adaptive spatial-temporal filtering methods for clutter removal and target tracking , 2008, IEEE Transactions on Aerospace and Electronic Systems.

[14]  Moshe Pollak,et al.  Third-order Asymptotic Optimality of the Generalized Shiryaev-Roberts Changepoint Detection Procedures , 2010, 1005.1129.

[15]  Alexander G. Tartakovsky,et al.  Nearly Minimax Mixture Rules for One-sided Sequential Testing , 2011 .

[16]  Rudolf B. Blazek,et al.  Detection of intrusions in information systems by sequential change-point methods , 2005 .

[17]  Alexander G. Tartakovsky,et al.  Nearly Optimal Change-Point Detection with an Application to Cybersecurity , 2012, 1202.2849.

[18]  Y. Mei.  Efficient scalable schemes for monitoring a large number of data streams , 2010 .

[19]  S. W. Roberts.  A Comparison of Some Control Chart Procedures , 1966 .

[20]  Alexander G. Tartakovsky,et al.  Sequential Analysis: Design Methods and Applications Nearly Minimax One-sided Mixture-based Sequential Tests Nearly Minimax One-sided Mixture-based Sequential Tests , 2022 .