Discussion on "Is average run length to false alarm always an informative criterion?" by Yajun Mei

Sequential Analysis

Volumn 27, Issue 4, 2008, Pages 385-388

  Lai, Tze Leung ^a   Chan, Hock Peng ^b  

^a STANFORD UNIVERSITY   (United States)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Bayesian change point; Hidden Markov models; Importance sampling and resampling

Indexed keywords

BAYESIAN APPROACHES; CHANGE-POINTS; COMPLEX STOCHASTIC SYSTEMS; COMPUTATIONAL ISSUES; MIXING DISTRIBUTIONS; OPERATING CHARACTERISTICS; RESAMPLING; SEQUENTIAL DETECTION;

BAYESIAN NETWORKS; HIDDEN MARKOV MODELS;

ERRORS;

EID: 55349134891     PISSN: 07474946     EISSN: 15324176     Source Type: Journal    
DOI: 10.1080/07474940802445964     Document Type: Note

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