Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov

ABSTRACT

Simultaneous sequential changepoint detection and isolation is a challenging theoretical and practical direction of research. Professor Igor Nikiforov's article provides an excellent review of the state-of-the-art literature in this important field. This discussion addresses several issues and extensions important for modern applications of sequential methodology.

KEYWORDS:

• Change detection and isolation
• false alarm and isolation rates
• sequential analysis

MATHEMATICS SUBJECT CLASSIFICATIONS:

• 62L15
• 60G40
• 62L10