Discussion on 'Optimal Sequential Surveillance for Finance, Public Health, and Other Areas' by Marianne Frisen

摘要

We give some comments and supplementary results on Professor Frisen's comprehensive survey of sequential surveillance and its applications. Our discussion focuses on evaluation criteria and optimality, multivariate and Markov-dependent observations, financial and public health applications, and a tractable Bayesian model that can accommodate unknown pre- and post-change parameters and multiple change-points in passive surveillance.