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

摘要

I congratulate Tartakovsky, Rozovskii, Blazek, and Kim on producing a very interesting and informative paper. It applied the sequential change-point detection theory in an interesting application of detection of intrusions in information systems. It is an exciting contribution which will undoubtedly stimulate much discussion and will also, I hope, encourage research designed to further bridge the gap between theoretical developments in the sequential change-point detection theory and real-world problems. The area of sequential change-point detection has broad applications and challenging theory, but I will restrict my comments here to three topics of specific interest to me.