Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev

Igor V. Nikiforov (1)

1 LM2S - Laboratoire Modélisation et Sûreté des Systèmes

The goal of this discussion is to stress the importance of sequential change detection/ isolation and to revisit the Neyman–Pearson method in the detection/isolation problem.

Mots clés: Asymptotic optimality; Change-point detection; Multiple hypothesis testing; Sequential decision

Domaines: Mathématiques [math]

Igor V. Nikiforov. Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev. Sequential Analysis, 2010, 29 (4), pp.420-424. ⟨10.1080/07474946.2010.520615⟩. ⟨hal-02307939⟩