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

Abstract

Professor Siegmund has provided a unified treatment of change-point problems in sequential detection and fixed-sample DNA/protein sequence analysis and other biological applications via boundary-crossing probabilities and likelihood-based procedures. Our discussion elaborates further on this theme and moves beyond biology to engineering and finance.

Keywords:

• Fault detection
• Generalized likelihood ratios
• Random fields
• Scan statistics
• Segmentation

Subject Classifications:

• 62L15
• 60G40
• 62F12

ACKNOWLEDGMENTS

The authors acknowledge support from the National University of Singapore (grant R-155-000-120-112), and the National Science Foundation (grant DMS-1106535).

Notes

Recommended by A. G. Tartakovsky