Full Name
Hock Peng Chan
Variants
chan, h.-p.
chan, h.p.
 
 
Faculty
 
Email
stachp@nus.edu.sg
 

Publications

Results 1-20 of 21 (Search time: 0.004 seconds).

Issue DateTitleAuthor(s)
1Jul-2006A discussion on 'Detection of intrusions in information systems by sequential change-point methods' by Tartakovsky, Rozovskii, Blažek, and KimChan, H.P. 
2Oct-2001A file linkage problem of Degroot and Goel revisitedChan, H.-P. ; Loh, W.-L. 
3Dec-2013A general theory of particle filters in hidden markov models and some applicationsChan, H.P. ; Lai, T.L.
4Dec-2011A Sequential Monte Carlo approach to computing tail probabilities in stochastic modelsChan, H.P. ; Lai, T.L.
5Dec-2000Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential familiesChan, H.P. ; Lai, T.L.
6Dec-2009Detection of spatial clustering with average likelihood ratio test statisticsChan, H.P. 
7Jan-2013Detection with the scan and the average likelihood ratioChan, H.P. ; Walther, G.
8Feb-2013Discussion on "Change-Points: From Sequential Detection to Biology and Back" by David SiegmundChan, H.P. ; Lai, T.L.
9Oct-2008Discussion on "Is average run length to false alarm always an informative criterion?" by Yajun MeiLai, T.L.; Chan, H.P. 
10Oct-2010Discussion on "Quickest detection problems: Fifty years later" by Albert N. ShiryaevChan, H.P. 
11Apr-2007Efficient importance sampling for monte carlo evaluation of exceedance probabilitiesChan, H.P. ; Lai, T.L.
121-Dec-2010Importance sampling of word patterns in DNA and protein sequencesChan, H.P. ; Zhang, N.R.; Chen, L.H.Y. 
1315-Jan-2011Log-linear, logistic model fitting and local score statistics for cluster detection with covariate adjustmentsChan, H.P. ; Tu, I.
14Jan-2006Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indicesChan, H.P. ; Lai, T.L.
152009Maxima of moving sums in a poisson random fieldChan, H.P. 
16Aug-2007Optimal strategies for a class of sequential control problems with precedence relationsChan, H.P. ; Fuh, C.-D.; Hu, I.
17Dec-2012Rare-event simulation of heavy-tailed random walks by sequential importance sampling and resamplingChan, H.P. ; Deng, S.; Lai, T.-L.
18May-2003Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walksChan, H.P. ; Lai, T.L.
19Jun-2007Scan statistics with weighted observationsChan, H.P. ; Zhang, N.R.
20Dec-2007Some theoretical results on neural spike train probability modelsChan, H.P. ; Loh, W.-L.