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20042023
most citedA general theory of particle filters in hidden Markov models and some applications

67 citations · 190 across the 18 of their papers we have counts for

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Showing 2017Show all

2 papers · 1 filter

math.ST2017★ 15 cited

Multi-sequence segmentation via score and higher-criticism tests

Hock-Peng Chan, Hao Chen

We propose local segmentation of multiple sequences sharing a common time- or location-index, building upon the single sequence local segmentation methods of Niu and Zhang (2012) a…

math.ST2017

The Multi-Armed Bandit Problem: An Efficient Non-Parametric Solution

Hock Peng Chan

Lai and Robbins (1985) and Lai (1987) provided efficient parametric solutions to the multi-armed bandit problem, showing that arm allocation via upper confidence bounds (UCB) achie…