Change, dependence, and discovery: Celebrating the work of T.L. Lai
Other Statistics
2025-10-28 v2 Statistics Theory
Statistics Theory
Abstract
Tze Leung Lai made seminal contributions to sequential analysis, particularly in sequential hypothesis testing, changepoint detection and nonlinear renewal theory. His work established fundamental optimality results for the sequential probability ratio test and its extensions, and provided a general framework for testing composite hypotheses. In changepoint detection, he introduced new optimality criteria and computationally efficient procedures that remain influential. He applied these and related tools to problems in biostatistics. In this article, we review these key results in the broader context of sequential analysis.
Keywords
Cite
@article{arxiv.2510.20023,
title = {Change, dependence, and discovery: Celebrating the work of T.L. Lai},
author = {Alexander G. Tartakovsky and Jay Bartroff and Cheng-Der Fuh and Haipeng Xing},
journal= {arXiv preprint arXiv:2510.20023},
year = {2025}
}