Is Average Run Length to False Alarm Always an Informative Criterion?

By Yajun Mei. 2008

53 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Medical Laboratory Technology, Statistics and Probability

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Citations in the corpus

Differentially Private Change-Point Detection (2018, background): “Change-point detection is a canonical problem in statistics that has been studied for nearly a century; selected results include [She31, Pag54, Shi63, Rob66, Lor71, Pol85, Pol87, Mou86, Lai95, Lai01, Kul01, Mei06, Mei08, Mei10, Cha17].”
EARLY DETECTION OF A CHANGE IN POISSON RATE AFTER ACCOUNTING FOR POPULATION SIZE EFFECTS (2011, background): “It is now well-known that, while these two classical performance measures are meaningful and informative for detecting a change in the i.i.d. model, they may be misleading or inappropriate when the observations are dependent; see, for example, Mei (2008).”
Optimal design of the adaptive EWMA chart for the mean based on median run length and expected median run length (2019, background): “However, the sole dependence of ARL as a performance measure has been criticized in recent years (e.g. Bischak & Trietsch, 2007; Capizzi & Masarotto, 2008; Jones, Champ, & Rigdon, 2004; Khoo, Wong, Wu, & Castagliola, 2011; Lee & Khoo, 2017; Mei, 2008).”
Likelihood-Based EWMA Charts for Monitoring Poisson Count Data With Time-Varying Sample Sizes (2012, methodology): “1 for all the EWMA-type control charts and θ1 is chosen as 2 in all the CUSUM-type charts, consistent with Mei et al. (2011).”
Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown (2010, background): “In particular, Mei (2008) suggests using a weight function (prior density) w on the unknown pre-change value θ0, which he assumes to be univariate, and putting a constraint on ∫ Eθ(T )w(θ)dθ (integrated average run length to false alarm) or on ∫ [Eθ(T )] −1w(θ)dθ (which he interprets as an expected…”
Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014, methodology): “Some limitations of the use of the ARL metric were discussed by Mei (2008), who reviewed much of the literature on the more mathematical approaches to surveillance.”