151 citations · 286 across the 9 of their papers we have counts for
9 papers
Sequential Detection of Transient Signals in High Dimensional Data Stream
Yanhong Wu, David Siegmund
Motivated by sequential detection of transient signals in high dimensional data stream, we study the performance of EWMA, MA, CUSUM, and GLRT charts for detecting a transient signa…
Detection and Estimation of Local Signals
Xiao Fang, David Siegmund
We study the maximum score statistic to detect and estimate local signals in the form of change-points in the level, slope, or other property of a sequence of observations, and to…
Segmentation and Estimation of Change-point Models: False Positive Control and Confidence Regions
Xiao Fang, Jian Li, David Siegmund
To segment a sequence of independent random variables at an unknown number of change-points, we introduce new procedures that are based on thresholding the likelihood ratio statist…
Higher criticism: -values and criticism
Jian Li, David Siegmund
This paper compares the higher criticism statistic (Donoho and Jin [Ann. Statist. 32 (2004) 962-994]), a modification of the higher criticism statistic also suggested by Donoho and…
Scanning a Poisson Random Field for Local Signals
Nancy R. Zhang, Benjamin Yakir, Charlie L. Xia +1
The detection of local genomic signals using high-throughput DNA sequencing data can be cast as a problem of scanning a Poisson random field for local changes in the rate of the pr…
Poisson approximation for two scan statistics with rates of convergence
Xiao Fang, David Siegmund
As an application of Stein's method for Poisson approximation, we prove rates of convergence for the tail probabilities of two scan statistics that have been suggested for detectin…