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

Abstract : 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.
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https://hal-utt.archives-ouvertes.fr/hal-02307939
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Submitted on : Tuesday, October 8, 2019 - 10:23:45 AM
Last modification on : Wednesday, October 9, 2019 - 1:37:45 AM

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

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