Edit Profile (opens in new tab) Chan, Hock Peng Co-Author Distance Author ID: chan.hock-peng Published as: Chan, Hock Peng; Chan, H. P.; Chan, Hock-Peng more...less Homepage: http://www.stat.nus.edu.sg/~hockpeng/ External Links: MGP · dblp Documents Indexed: 37 Publications since 2000, including 5 Additional arXiv Preprints 1 Contribution as Editor Co-Authors: 17 Co-Authors with 28 Joint Publications 369 Co-Co-Authors all top 5 Co-Authors 9 single-authored 12 Lai, Tze Leung 3 Hu, Shouri 2 Fuh, Cheng-Der 2 Heng, Chiang-Wee 2 Hu, Inchi 2 Jasra, Ajay 2 Loh, Wei-Liem 2 Walther, Günther 1 Armstrong, Timothy B. 1 Barbour, Andrew David 1 Cai, Qingyun 1 Deng, Shaojie 1 Huang, Jingyan 1 Petrick, Nicholas 1 Sahiner, Berkman 1 Siegmund, David O. 1 Zhang, Nancy Ruonan all top 5 Serials 8 The Annals of Statistics 5 Sequential Analysis 4 The Annals of Applied Probability 3 Advances in Applied Probability 3 Statistica Sinica 2 Methodology and Computing in Applied Probability 1 The Annals of Probability 1 Journal of the American Statistical Association 1 Journal of Econometrics 1 Bernoulli 1 Statistical Methodology 1 Lecture Notes in Statistics all top 5 Fields 24 Statistics (62-XX) 15 Probability theory and stochastic processes (60-XX) 8 Numerical analysis (65-XX) 5 Biology and other natural sciences (92-XX) 2 Computer science (68-XX) 2 Operations research, mathematical programming (90-XX) 1 General and overarching topics; collections (00-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 25 Publications have been cited 200 times in 167 Documents Cited by ▼ Year ▼ Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices. Zbl 1106.60022 Chan, Hock Peng; Lai, Tze Leung 25 2006 Detection with the scan and the average likelihood ratio. Zbl 1257.62096 Chan, Hock Peng; Walther, Guenther 25 2013 A general theory of particle filters in hidden Markov models and some applications. Zbl 1293.60071 Chan, Hock Peng; Lai, Tze Leung 22 2013 Optimal sequential detection in multi-stream data. Zbl 1388.62127 Chan, Hock Peng 15 2017 Multiscale adaptive inference on conditional moment inequalities. Zbl 1431.62181 Armstrong, Timothy B.; Chan, Hock Peng 13 2016 Scan statistics with weighted observations. Zbl 1172.62322 Chan, Hock Peng; Zhang, Nancy Ruonan 11 2007 Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks. Zbl 1029.60058 Chan, Hock Peng; Lai, Tze Leung 11 2003 Importance sampling for generalized likelihood ratio procedures in sequential analysis. Zbl 1075.62069 Chan, H. P.; Lai, T. L. 9 2005 Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families. Zbl 1105.62367 Chan, Hock Peng; Lai, Tze Leung 9 2000 Detection of spatial clustering with average likelihood ratio test statistics. Zbl 1184.62067 Chan, Hock Peng 8 2009 Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities. Zbl 1134.65005 Chan, Hock Peng; Lai, Tze Leung 7 2007 Optimal detection of multi-sample aligned sparse signals. Zbl 1327.62250 Chan, Hock Peng; Walther, Guenther 7 2015 Maxima of moving sums in a Poisson random field. Zbl 1179.60014 Chan, Hock Peng 6 2009 Some theoretical results on neural spike train probability models. Zbl 1129.62101 Chan, Hock Peng; Loh, Wei-Liem 4 2007 A sequential Monte Carlo approach to computing tail probabilities in stochastic models. Zbl 1246.60042 Chan, Hock Peng; Lai, Tze Leung 4 2011 A file linkage problem of DeGroot and Goel revisited. Zbl 0984.62039 Chan, Hock-Peng; Loh, Wei-Liem 4 2001 Sequential generalized likelihood ratios and adaptive treatment allocation for optimal sequential selection. Zbl 1099.62087 Chan, H. P.; Lai, T. L. 3 2006 Discussion on “Is average run length to false alarm always an informative criterion?” by Yajun Mei. Zbl 1247.60057 Lai, Tze Leung; Chan, Hock Peng 3 2008 Theory of segmented particle filters. Zbl 1338.65023 Chan, Hock Peng; Heng, Chiang-Wee; Jasra, Ajay 3 2016 Upper bounds and importance sampling of \(p\)-values of DNA and protein sequence alignments. Zbl 1015.62111 Chan, Hock Peng 3 2003 Boundary crossing probabilities for scan statistics and their applications to change-point detection. Zbl 1037.60021 Chan, Hock Peng; Lai, Tze Leung 3 2002 The multi-armed bandit problem: an efficient nonparametric solution. Zbl 1442.62180 Chan, Hock Peng 2 2020 Probability approximations and beyond. Papers based on the presentations at the conference, Singapore, June 25–26, 2010 to honor Louis Chen on his 70th birthday. Zbl 1230.60007 1 2012 Multi-armed bandit problem with precedence relations. Zbl 1268.62092 Chan, Hock Peng; Fuh, Cheng-Der; Hu, Inchi 1 2006 Rare-event simulation of heavy-tailed random walks by sequential importance sampling and resampling. Zbl 1269.65011 Chan, Hock Peng; Deng, Shaojie; Lai, Tze-Leung 1 2012 The multi-armed bandit problem: an efficient nonparametric solution. Zbl 1442.62180 Chan, Hock Peng 2 2020 Optimal sequential detection in multi-stream data. Zbl 1388.62127 Chan, Hock Peng 15 2017 Multiscale adaptive inference on conditional moment inequalities. Zbl 1431.62181 Armstrong, Timothy B.; Chan, Hock Peng 13 2016 Theory of segmented particle filters. Zbl 1338.65023 Chan, Hock Peng; Heng, Chiang-Wee; Jasra, Ajay 3 2016 Optimal detection of multi-sample aligned sparse signals. Zbl 1327.62250 Chan, Hock Peng; Walther, Guenther 7 2015 Detection with the scan and the average likelihood ratio. Zbl 1257.62096 Chan, Hock Peng; Walther, Guenther 25 2013 A general theory of particle filters in hidden Markov models and some applications. Zbl 1293.60071 Chan, Hock Peng; Lai, Tze Leung 22 2013 Probability approximations and beyond. Papers based on the presentations at the conference, Singapore, June 25–26, 2010 to honor Louis Chen on his 70th birthday. Zbl 1230.60007 1 2012 Rare-event simulation of heavy-tailed random walks by sequential importance sampling and resampling. Zbl 1269.65011 Chan, Hock Peng; Deng, Shaojie; Lai, Tze-Leung 1 2012 A sequential Monte Carlo approach to computing tail probabilities in stochastic models. Zbl 1246.60042 Chan, Hock Peng; Lai, Tze Leung 4 2011 Detection of spatial clustering with average likelihood ratio test statistics. Zbl 1184.62067 Chan, Hock Peng 8 2009 Maxima of moving sums in a Poisson random field. Zbl 1179.60014 Chan, Hock Peng 6 2009 Discussion on “Is average run length to false alarm always an informative criterion?” by Yajun Mei. Zbl 1247.60057 Lai, Tze Leung; Chan, Hock Peng 3 2008 Scan statistics with weighted observations. Zbl 1172.62322 Chan, Hock Peng; Zhang, Nancy Ruonan 11 2007 Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities. Zbl 1134.65005 Chan, Hock Peng; Lai, Tze Leung 7 2007 Some theoretical results on neural spike train probability models. Zbl 1129.62101 Chan, Hock Peng; Loh, Wei-Liem 4 2007 Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices. Zbl 1106.60022 Chan, Hock Peng; Lai, Tze Leung 25 2006 Sequential generalized likelihood ratios and adaptive treatment allocation for optimal sequential selection. Zbl 1099.62087 Chan, H. P.; Lai, T. L. 3 2006 Multi-armed bandit problem with precedence relations. Zbl 1268.62092 Chan, Hock Peng; Fuh, Cheng-Der; Hu, Inchi 1 2006 Importance sampling for generalized likelihood ratio procedures in sequential analysis. Zbl 1075.62069 Chan, H. P.; Lai, T. L. 9 2005 Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks. Zbl 1029.60058 Chan, Hock Peng; Lai, Tze Leung 11 2003 Upper bounds and importance sampling of \(p\)-values of DNA and protein sequence alignments. Zbl 1015.62111 Chan, Hock Peng 3 2003 Boundary crossing probabilities for scan statistics and their applications to change-point detection. Zbl 1037.60021 Chan, Hock Peng; Lai, Tze Leung 3 2002 A file linkage problem of DeGroot and Goel revisited. Zbl 0984.62039 Chan, Hock-Peng; Loh, Wei-Liem 4 2001 Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families. Zbl 1105.62367 Chan, Hock Peng; Lai, Tze Leung 9 2000 all cited Publications top 5 cited Publications all top 5 Cited by 299 Authors 19 Lai, Tze Leung 18 Chan, Hock Peng 7 Jasra, Ajay 7 Munk, Axel 6 Wu, Yanhong 5 Glaz, Joseph 5 Mei, Yajun 4 Armstrong, Timothy B. 4 Dębicki, Krzysztof 4 Fuh, Cheng-Der 4 Hashorva, Enkelejd 4 Tan, Zhongquan 4 Walther, Günther 4 Whiteley, Nick 3 Cheng, Dan 3 Fryzlewicz, Piotr 3 Jarušková, Daniela 3 Kirch, Claudia 3 Li, Housen 3 Sieling, Hannes 3 Song, Rui 3 Xing, Haipeng 3 Zhou, Yan 2 Anastasiou, Andreas 2 Aston, John A. D. 2 Bai, Zhi-Dong 2 Ben-David, Emanuel 2 Beskos, Alexandros 2 Chen, YiNing 2 Chetverikov, Denis 2 Choi, Kwok Pui 2 Del Moral, Pierre 2 Enikeeva, Farida N. 2 Fromont, Magalie 2 Guyader, Arnaud 2 Johansen, Adam M. 2 Kabluchko, Zakhar A. 2 Kantas, Nikolas 2 Killick, Rebecca 2 Kou, Jiyao 2 Lee, Sokbae 2 Li, Yan 2 Lin, Xenos Chang-Shuo 2 Linton, Oliver Bruce 2 Miao, Daniel Wei-Chung 2 Michna, Zbigniew 2 Olsson, Jimmy 2 Samworth, Richard J. 2 Shi, Chengchun 2 Slawski, Martin 2 Tartakovsky, Alexander G. 2 Teng, Huei-Wen 2 Thiéry, Alexandre H. 2 Verzelen, Nicolas 2 Wang, Xiao 2 Werner, Frank 2 Wu, Qianzhu 2 Yan, Zhibin 2 Yao, Yi-Ching 2 Yau, Chun Yip 2 Yu, Yi 2 Zhang, Ruizhi 2 Zhang, Xing 1 Ai, Mingyao 1 Aicher, Christopher 1 Aradillas-Lopez, Andres 1 Arena, Ellen T. 1 Arias-Castro, Ery 1 Arjas, Elja 1 Athey, Alex 1 Aucejo, Esteban M. 1 Augustyniak, Maciej 1 Babu, Gutti Jogesh 1 Bai, Long 1 Bakshaev, Aleksej 1 Baranowski, Rafal 1 Barriga-Montoya, Carolina 1 Bartroff, Jay 1 Bauer, Ulrich 1 Bevilacqua, Moreno 1 Bigot, Jéremie 1 Blanchet, Jose H. 1 Boudreault, Mathieu 1 Brunel, Victor-Emmanuel 1 Bugni, Federico A. 1 Bui-Thanh, Tan 1 Cao, Hongyuan 1 Carpentier, Alexandra 1 Cérou, Frédéric 1 Chatterjee, Sabyasachi 1 Chatterjee, Sourav 1 Chen, Chun-Chieh 1 Chen, Le-Yu 1 Chen, Xinyuan 1 Chen, Yunqi 1 Chen, Yunxiao 1 Cheng, Anthony 1 Cheung, Ying Kuen K. 1 Cho, Haeran 1 Chraibi, Hassane ...and 199 more Authors all top 5 Cited in 53 Serials 14 Sequential Analysis 12 The Annals of Statistics 12 Electronic Journal of Statistics 10 Methodology and Computing in Applied Probability 9 Journal of Econometrics 8 The Annals of Applied Probability 6 Communications in Statistics. Theory and Methods 6 Stochastic Processes and their Applications 5 Advances in Applied Probability 5 Bernoulli 4 Journal of Applied Probability 4 Statistics & Probability Letters 4 Statistica Sinica 4 Extremes 4 Econometric Theory 3 The Annals of Probability 3 Journal of the American Statistical Association 3 Journal of Machine Learning Research (JMLR) 3 The Annals of Applied Statistics 2 Metrika 2 Scandinavian Journal of Statistics 2 Biometrics 2 Journal of Multivariate Analysis 2 Journal of Statistical Planning and Inference 2 Journal of Statistical Computation and Simulation 2 Computational Statistics and Data Analysis 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Mathematical Biosciences and Engineering 2 Stochastics 2 Statistics and Computing 1 Journal of Computational Physics 1 Annals of the Institute of Statistical Mathematics 1 Applied Mathematics and Computation 1 Kybernetika 1 Probability Theory and Related Fields 1 Journal of Theoretical Probability 1 Communications in Statistics. Simulation and Computation 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Mathematical Programming. Series A. Series B 1 Test 1 Monte Carlo Methods and Applications 1 ACM Transactions on Modeling and Computer Simulation 1 Mathematical Problems in Engineering 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Chaos 1 Quantitative Finance 1 Foundations of Computational Mathematics 1 Proceedings of the Steklov Institute of Mathematics 1 Journal of Statistical Theory and Practice 1 Science China. Mathematics 1 Journal of Computational and Graphical Statistics 1 Stochastic Systems 1 SIAM Journal on Mathematics of Data Science all top 5 Cited in 18 Fields 119 Statistics (62-XX) 69 Probability theory and stochastic processes (60-XX) 30 Numerical analysis (65-XX) 7 Computer science (68-XX) 7 Biology and other natural sciences (92-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Statistical mechanics, structure of matter (82-XX) 4 Operations research, mathematical programming (90-XX) 2 Operator theory (47-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Systems theory; control (93-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Manifolds and cell complexes (57-XX) 1 Quantum theory (81-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year