Change-Point Detection and Adaptive Control of Time-Varying Systems (2006)
Fundamental progress was made in the sequential and fixed sample detection and estimation of abrupt changes in stochastic systems and in the related problem of adaptive control of dynamical systems...
An Urn Model of Diaconis (2004)
Siegmund, David, Yakir, Benjamin
An urn model of Diaconis and some generalizations are discussed. A convergence theorem is proved that implies for Diaconis' model that the empirical distribution of balls in the urn converges with...
Herbert Robbins and sequential analysis: invited paper (2003)
This paper reviews Herbert Robbins' research in sequential analysis (excluding stochastic approximation) from 1952 until roughly 1980. Its relation to the research of his contemporaries and its...
Sequential Medical Trials (Stopping Rules/Asymptotic Optimality). (2002)
Lai,T. L., Levin,Bruce, Robbins,Herbert, Siegmund,David
A model for sequential clinical trials is discussed. Three proposed stopping rules are studied by Monte Carlo for small patient horizons and mathematically for large patient horizons. They are shown...
Conditional Boundary Crossing Probabilities with Applications to Change-Point Problems. (2002)
James,Barry, James,Kang L., Siegmund,David
For normal random walks S sub 1, S sub 2, ..., formed from independent, identically distributed random variables X sub 1, X sub 2, ..., we determine the asymptotic behavior under regularity...
Approximations to the Average Run Lengths of CUSUM Tests. (2002)
Simple approximations are given for the average run lengths of CUSUM tests: both with and without the fast initial response feature, and starting from a quasi-stationary state. Numerical examples...
Approximate $p$-values for local sequence alignments (2000)
Siegmund, David, Yakir, Benjamin
Assume that two sequences from a finite alphabet are optimally aligned according to a scoring system that rewards similarities according to a general scoring scheme and penalizes gaps (insertions and...
Tail probabilities for the null distribution of scanning statistics (2000)
Siegmund, David, Yakir, Benjamin
This paper is concerned with statistics that scan a multidimensional spatial region to detect a signal against a noisy background. The background is modelled as independent observations from an...
The maximum of a function of a Markov chain and application to linkage analysis (1999)
One method of linkage analysis in humans is based on identity-by-descent of pairs of relatives who share a phenotype of interest (for example, a particular disease). We replace the convenient...
On the Maximum Likelihood Estimate of Cell Probabilities. (1998)
Olshen,Richard, Siegmund,David
The paper contains a study of the law of the iterated logarithm for differences between empirical frequencies and true cell probabilities when there are a countable number of cells. It is shown that...
Sequential Analysis and Probability Theory. (1998)
Most of the research performed under this contract can be described under four broad, related categories: (1) Nonlinear renewal theory and its applications to sequential analysis; (2) corrected...
On Hotelling's Formula for the Volume of Tubes and Naiman's Inequality. (1998)
Johnstone, Iain, Siegmund, David
Motivation by the question of testing for a nonlinear parameter in a regression model with independent, homoscedastic normal residuals, Hotelling (1939) was led to consider the geometric problem of...
On Hotelling's Approach to Testing for a Nonlinear Parameter in Regression. (1998)
Knowles, Mark, Siegmund, David
The method suggested by Hotelling (1939) to test for a nonlinear parameter in a regression model is reviewed. Using the method of Weyl (1939), we derive a simple expression for the volume of a tube...
Fundamental progress was made in the sequential and fixed sample detection and estimation of abrupt changes in stochastic systems and in the related problem of adaptive control of dynamical systems...
Lai, T. L., Levin, Bruce, Robbins, Herbert, Siegmund, David
A model for sequential clinical trials is discussed. Three proposed stopping rules are studied by the Monte Carlo method for small patient horizons and mathematically for large patient horizons. They...
Lai, T. L., Levin, Bruce, Robbins, Herbert, Siegmund, David
A model for sequential clinical trials is discussed. Three proposed stopping rules are studied by the Monte Carlo method for small patient horizons and mathematically for large patient horizons. They...
John D. Storey, Jonathan E. Taylor, David Siegmund
The false discovery rate (FDR) is a multiple hypothesis testing quantity that describes the expected proportion of false positive results among all rejected null hypotheses. Benjamini and Hochberg...
Gene Expression Patterns and Gene Copy Number Changes in Dermatofibrosarcoma Protuberans
Linn, Sabine C., West, Rob B., Pollack, Jonathan R., Zhu, Shirley, Hernandez-Boussard, Tina, Nielsen, Torsten O., ...
Dermatofibrosarcoma protuberans (DFSP) is an aggressive spindle cell neoplasm. It is associated with the chromosomal translocation, t(17:22), which fuses the COL1A1 and PDGFβ genes. We determined...
Approximating the Variance of the Conditional Probability of the State of a Hidden Markov Model
David Siegmund, Benjamin Yakir
In a hidden Markov model, one "estimates" the state of the hidden Markov chain at t by computing via the forwards-backwards algorithm the conditional distribution of the state vector given the...
Model selection in irregular problems: Applications to mapping quantitative trait loci
Two methods of model selection are discussed for changepoint-like problems, especially those arising in genetic linkage analysis. The first is a method that selects the model with the smallest...