Discussion on "Sequential detection/isolation of abrupt changes" by Igor V. Nikiforov. Issue 3 (2nd July 2016)

• Record Type: Journal Article
• Authors: Lai, Tze Leung; Tsang, Ka Wai
• Is Part Of: Sequential analysis. Volume 35:Issue 3(2016)
• Page Start: 305
• Page End: 310
• Publication Date: 2016-07-02
• Subjects: Average run length to false detection and isolation -- big data -- false discovery rate -- family-wise error rate -- Kullback-Leibler information -- post-selection multiple testing -- reproducibility crisis; 60G40 -- 62B10 -- 62F15 -- 62L15; Sequential analysis -- Periodicals; 519.54
• DOI: 10.1080/07474946.2016.1206372
• Languages: English
• ISSNs: 0747-4946

Abstract

ABSTRACT: 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.