Discussion on "optimal sequential surveillance for finance, public health, and other areas" by Marianne Frisén

Tze Leung Lai; Haipeng Xing

doi:10.1080/07474940903041688

Discussion on "optimal sequential surveillance for finance, public health, and other areas" by Marianne Frisén

Tze Leung Lai
, Haipeng Xing

Applied Mathematics and Statistics

Stanford University

Research output: Contribution to journal › Article › peer-review

Abstract

We give some comments and supplementary results on Professor Frisen'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.

Original language	English
Pages (from-to)	360-364
Number of pages	5
Journal	Sequential Analysis
Volume	28
Issue number	3
DOIs	https://doi.org/10.1080/07474940903041688
State	Published - 2009

Keywords

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

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10.1080/07474940903041688

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abstract = "We give some comments and supplementary results on Professor Frisen'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.",

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AB - We give some comments and supplementary results on Professor Frisen'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.

KW - Hidden Markov models

KW - Multiple change-points

KW - Sequential change-point detection

KW - Surveillance

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DO - 10.1080/07474940903041688

M3 - Article

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Discussion on "optimal sequential surveillance for finance, public health, and other areas" by Marianne Frisén

Abstract

Keywords

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