Discussion on 'Quickest Detection Problems: Fifty Years Later' by Albert N. Shiryaev

摘要

In his interesting article Professor Shiryaev reviewed how he got motivated from real-applications of target detection in radar systems to develop sequential change-point detection theory and also described different approaches to formulate mathematical problems. In our discussion of his article we focus on a couple of new real-world applications of sequential change-point detection and some new challenges as well.