Numerical Comparison of Cusum and Shiryaev-Roberts Procedures for Detecting Changes in Distributions

The CUSUM procedure is known to be optimal for detecting a change in distribution under a minimax scenario, whereas the Shiryaev-Roberts procedure is optimal for detecting a change that occurs at a distant time horizon. As a simpler alternative to the conventional Monte Carlo approach, we propose a numerical method for the systematic comparison of the two detection schemes in both settings, i.e., minimax and for detecting changes that occur in the distant future. Our goal is accomplished by deriving a set of exact integral equations for the performance metrics, which are then solved numerically. We present detailed numerical results for the problem of detecting a change in the mean of a Gaussian sequence, which show that the difference between the two procedures is significant only when detecting small changes.Comment: 21 pages, 8 figures, to appear in Communications in Statistics - Theory and Method

The ongoing pursuit of neuroprotective therapies in Parkinson disease

Many agents developed for neuroprotective treatment of Parkinson disease (PD) have shown great promise in the laboratory, but none have translated to positive results in patients with PD. Potential neuroprotective drugs, such as ubiquinone, creatine and PYM50028, have failed to show any clinical benefits in recent high-profile clinical trials. This 'failure to translate' is likely to be related primarily to our incomplete understanding of the pathogenic mechanisms underlying PD, and excessive reliance on data from toxin-based animal models to judge which agents should be selected for clinical trials. Restricted resources inevitably mean that difficult compromises must be made in terms of trial design, and reliable estimation of efficacy is further hampered by the absence of validated biomarkers of disease progression. Drug development in PD dementia has been mostly unsuccessful; however, emerging biochemical, genetic and pathological evidence suggests a link between tau and amyloid-β deposition and cognitive decline in PD, potentially opening up new possibilities for therapeutic intervention. This Review discusses the most important 'druggable' disease mechanisms in PD, as well as the most-promising drugs that are being evaluated for their potential efficiency in treatment of motor and cognitive impairments in PD