A general theory of particle filters in hidden Markov models and some applications HP Chan, TL Lai | 83 | 2013 |
Detection with the scan and the average likelihood ratio HP Chan, G Walther Statistica Sinica, 409-428, 2013 | 77 | 2013 |
Optimal sequential detection in multi-stream data HP Chan | 59 | 2017 |
Multiscale adaptive inference on conditional moment inequalities TB Armstrong, HP Chan Journal of Econometrics 194 (1), 24-43, 2016 | 56 | 2016 |
Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families HP Chan, TL Lai Annals of statistics, 1638-1669, 2000 | 46 | 2000 |
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices HP Chan, TL Lai | 45 | 2006 |
Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks HP Chan, TL Lai The Annals of Applied Probability 13 (2), 395-429, 2003 | 36 | 2003 |
Scan statistics with weighted observations HP Chan, NR Zhang Journal of the American Statistical Association 102 (478), 595-602, 2007 | 33 | 2007 |
THE MULTI-ARMED BANDIT PROBLEM HP Chan The Annals of Statistics 48 (1), 346-373, 2020 | 32 | 2020 |
Optimal detection of multi-sample aligned sparse signals HP Chan, G Walther | 29 | 2015 |
Detection of spatial clustering with average likelihood ratio test statistics HP Chan | 24 | 2009 |
Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities HP Chan, TL Lai | 21 | 2007 |
Importance sampling for generalized likelihood ratio procedures in sequential analysis HP Chan, TL Lai Sequential Analysis 24 (3), 259-278, 2005 | 21 | 2005 |
A sequential Monte Carlo approach to computing tail probabilities in stochastic models HP Chan, TL Lai | 19 | 2011 |
Importance sampling of word patterns in DNA and protein sequences HP Chan, NR Zhang, LHY Chen Journal of Computational Biology 17 (12), 1697-1709, 2010 | 16 | 2010 |
Sequential generalized likelihood ratios and adaptive treatment allocation for optimal sequential selection HP Chan, TL Lai Sequential Analysis 25 (2), 179-201, 2006 | 15 | 2006 |
Multi-sequence segmentation via score and higher-criticism tests HP Chan, H Chen arXiv preprint arXiv:1706.07586, 2017 | 13 | 2017 |
Maxima of moving sums in a Poisson random field HP Chan Advances in Applied Probability 41 (3), 647-663, 2009 | 11 | 2009 |
Upper bounds and importance sampling of p-values for DNA and protein sequence alignments HP Chan Bernoulli 9 (2), 183-199, 2003 | 11 | 2003 |
A file linkage problem of DeGroot and Goel revisited HP Chan, WL Loh Statistica Sinica, 1031-1045, 2001 | 10 | 2001 |