Please use this identifier to cite or link to this item: https://doi.org/10.1080/07474940802445964
Title: Discussion on "Is average run length to false alarm always an informative criterion?" by Yajun Mei
Authors: Lai, T.L.
Chan, H.P. 
Keywords: Bayesian change-point
Hidden Markov models
Importance sampling and resampling
Issue Date: Oct-2008
Citation: Lai, T.L., Chan, H.P. (2008-10). Discussion on "Is average run length to false alarm always an informative criterion?" by Yajun Mei. Sequential Analysis 27 (4) : 385-388. ScholarBank@NUS Repository. https://doi.org/10.1080/07474940802445964
Abstract: We comment on Mei's critique of the standard minimax formulation with the ARL to false alarm of a sequential detection rule as its operating characteristic, and provide an alternative Bayesian approach for his use of a mixing distribution to handle pre-change parameters. We also consider computational issues in implementing the ARL and better alternatives for evaluating sequential detection rules in complex stochastic systems. Copyright © Taylor & Francis Group, LLC.
Source Title: Sequential Analysis
URI: http://scholarbank.nus.edu.sg/handle/10635/105484
ISSN: 07474946
DOI: 10.1080/07474940802445964
Appears in Collections:Staff Publications

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