Discussion on "Quickest detection problems: Fifty years later" by Albert N. Shiryaev

Research output: Contribution to journalArticlepeer-review

Abstract

In his interesting article Professor Shiryaev reviewed how he got motivated from real-applications of target detection in radar systems to develop sequential changepoint detection theory and also described different approaches to formulate mathematical problems. In our discussion of his article we focus on a couple of new real-world applications of sequential change-point detection and some new challenges as well.

Original languageEnglish (US)
Pages (from-to)410-414
Number of pages5
JournalSequential Analysis
Volume29
Issue number4
DOIs
StatePublished - Oct 2010

Keywords

  • Biosurveillance
  • Change-point
  • CUSUM
  • Global monitoring
  • Sensor networks

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation

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