A discussion on 'Detection of intrusions in information systems by sequential change-point methods' by Tartakovsky, Rozovskii, Blazek, and Kim

摘要

The authors have extended the CUSUM detection procedure to multichannels under very general conditions. Their work is discussed with a specific comment on the likelihood ratio (LR) based CUSUM for Bernoulli sequences, and a nonparametric version based on a suitable random walk is suggested to complement the LR-based CUSUM.