Discussion of 'The power of monitoring: how to make the most of a contaminated multivariate sample' by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini

摘要

The paper of Andrea Cerioli, Marco Riani, Anthony Atkinson and Aldo Corbellini is a fine review of the practical value of the forward search and the other related robust estimation methods based around monitoring of quantities of interest over a range of consecutive values of the tuning parameters. From a practical standpoint in data analysis the availability of such tools is essential, and the research reported in this paper has brought them to an wide audience. As a potential user of such tools I am particulary interested in their software implementation on one hand and their applicability to an wide range of data analysis problems. More precisely, I would like to address the following two points: (1) the software availability and computational issues related to monitoring and (2) monitoring in one special case, the case of compositional data.