• Publications
  • Influence
Information Bounds and Quick Detection of Parameter Changes in Stochastic Systems
  • T. Lai
  • Mathematics, Computer Science
  • IEEE Trans. Inf. Theory
  • 1 November 1998
TLDR
By using information-theoretic bounds and sequential hypothesis testing theory, this paper provides a new approach to optimal detection of abrupt changes in stochastic systems which leads to detection rules which have manageable computational complexity for on-line implementation and yet are nearly optimal under the different performance criteria considered. Expand
Sequential changepoint detection in quality control and dynamical systems
  • T. Lai
  • Mathematics
  • 1 November 1995
After a brief survey of a large variety of sequential detection procedures that are widely scattered in statistical references on quality control and engineering references on fault detection andExpand
Adaptive treatment allocation and the multi-armed bandit problem
  • T. Lai
  • Mathematics
  • 1 September 1987
On propose une classe de regles d'allocation adaptative simples qui sont basees sur certaines limites de confiance superieures developpees a partir de la theorie du passage a la frontiere
Self-Normalized Processes: Limit Theory and Statistical Applications
Independent Random Variables.- Classical Limit Theorems, Inequalities and Other Tools.- Self-Normalized Large Deviations.- Weak Convergence of Self-Normalized Sums.- Stein's Method andExpand
Limit Theorems for Delayed Sums
SEQUENTIAL ANALYSIS: SOME CLASSICAL PROBLEMS AND NEW CHALLENGES
We give a brief review of the developments in several classical problems of sequential analysis and their applications to biomedicine, economics and engi- neering. Even though it can only focus on aExpand
Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems
  • T. Lai
  • Mathematics, Computer Science
  • IEEE Trans. Inf. Theory
  • 2000
TLDR
The approach not only generalizes previous work in the literature on asymptotically optimal detection-isolation far beyond the relatively simple models treated but also suggests alternative performance criteria which are more tractable and more appropriate for general stochastic systems. Expand
A Nonlinear Renewal Theory with Applications to Sequential Analysis II
Abstract : An analogue of Blackwell's renewal theorem is obtained for processes Z sub n = S sub n + xi sub n, where S sub n is the nth partial sum of a sequence X1,X2,... of independent identicallyExpand
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