3 papers
math.ST2023
Quickest Changepoint Detection in General Multistream Stochastic Models: Recent Results, Applications and Future Challenges
Alexander G Tartakovsky, Valentin Spivak
Modern information systems generate large volumes of data with anomalies that occur at unknown points in time and have to be detected quickly and reliably with low false alarm rate…
stat.AP2022
Detecting an Intermittent Change of Unknown Duration
Grigory Sokolov, Valentin S. Spivak, Alexander G. Tartakovsky
Oftentimes in practice, the observed process changes statistical properties at an unknown point in time and the duration of a change is substantially finite, in which case one says…
math.ST2021
Minimax and pointwise sequential changepoint detection and identification for general stochastic models
Serguei Pergamenchtchikov, Alexander Tartakovsky, Valentin Spivak
This paper considers the problem of joint change detection and identification assuming multiple composite postchange hypotheses. We propose a multihypothesis changepoint detection-…