151 citations · 286 across the 9 of their papers we have counts for
5 papers · 1 filter
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…
Sequential multi-sensor change-point detection
Yao Xie, David Siegmund
We develop a mixture procedure to monitor parallel streams of data for a change-point that affects only a subset of them, without assuming a spatial structure relating the data str…