×
Author ID: chan.hock-peng Recent zbMATH articles by "Chan, Hock Peng"
Published as: Chan, Hock Peng; Chan, H. P.; Chan, Hock-Peng
Homepage: http://www.stat.nus.edu.sg/~hockpeng/
External Links: MGP · dblp

Publications by Year

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 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

Citations by Year