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math.ST2023
Thresholding the higher criticism test statistics for optimality in a heterogeneous setting
Hock Peng Chan
Donoho and Kipnis (2022) showed that the the higher criticism (HC) test statistic has a non-Gaussian phase transition but remarked that it is probably not optimal, in the detection…
math.ST2023
Optimal Sequential Detection by Sparsity Likelihood
Jingyan Huang
Consider the problem on sequential change-point detection on multiple data streams. We provide the asymptotic lower bounds of the detection delays at all levels of change-point spa…
math.ST2009★ 16 cited
Detection of spatial clustering with average likelihood ratio test statistics
Hock Peng Chan
Generalized likelihood ratio (GLR) test statistics are often used in the detection of spatial clustering in case-control and case-population datasets to check for a significantly l…