Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén

Abstract

We give some comments and supplementary results on Professor Frisén's comprehensive survey of sequential surveillance and its applications. Our discussion focuses on evaluation criteria and optimality, multivariate and Markov-dependent observations, financial and public health applications, and a tractable Bayesian model that can accommodate unknown pre- and post-change parameters and multiple change-points in passive surveillance.

Keywords:

• Hidden Markov models
• Multiple change-points
• Sequential change-point detection
• Surveillance

Subject Classifications:

• 62L12
• 62F15
• 62M05

ACKNOWLEDGMENT

Lai's research is supported by the National Science Foundation, under grant DMS-0805879.

Notes

Recommended by Nitis Mukhopadhyay