The problem of quickest detection of a change in the distribution of a n × p random matrix based on a sequence of observations having a single unknown change point is considered. The forms of the preand post-change distributions of the rows of the matrices are assumed to belong to the family of elliptically contoured densities with sparse dispersion matrices but are otherwise unknown. A non-par...

Let ξ0, ξ1, . . . , ξω−1 be observations from the hiddenMarkov model with probability distribution P θ0 , and let ξω, ξω+1, . . . be observations from the hidden Markov model with probability distribution P θ1 . The parameters θ0 and θ1 are given, while the change point ω is unknown. The problem is to raise an alarm as soon as possible after the distribution changes from P θ0 to P θ1 , but to a...

MOTIVATION Array CGH technologies enable the simultaneous measurement of DNA copy number for thousands of sites on a genome. We developed the circular binary segmentation (CBS) algorithm to divide the genome into regions of equal copy number. The algorithm tests for change-points using a maximal t-statistic with a permutation reference distribution to obtain the corresponding P-value. The numbe...

Failure to selectively attend to a facial feature, in the part-to-whole paradigm, has been taken as evidence of holistic perception in a large body of face perception literature. In this article, we demonstrate that although failure of selective attention is a necessary property of holistic perception, its presence alone is not sufficient to conclude holistic processing has occurred. One must a...

We consider the optimal stopping problem of maximizing the probability of stopping on any of the last m successes of a sequence of independent Bernoulli trials of length n, where m and n are predetermined integers such that 1 ≤ m < n. The optimal stopping rule of this problem has a nice interpretation, that is, it stops on the first success for which the sum of the m-fold multiplicative odds of...