activity
20052016
most citedOn Optimality Properties of the Shiryaev-Roberts Procedure

71 citations · 137 across the 6 of their papers we have counts for

collaborators

8 papers

stat.AP2016

A Method for Detecting Life-Threatening Signals in Serum Potassium Level after Myocardial Infarction

Michal Shauly-Aharonov, Moshe Pollak, Ygal Plakht

Clinical guidelines recommend maintaining serum potassium levels between 4.0 and 5.0 mEq/L in patients with acute myocardial infarction (MI). These guidelines are based on recent s…

math.PR2010★ 3 cited

Extreme(ly) mean(ingful): Sequential formation of a quality group

Abba M. Krieger, Moshe Pollak, Ester Samuel-Cahn

The present paper studies the limiting behavior of the average score of a sequentially selected group of items or individuals, the underlying distribution of which, , belongs to…

math.PR2010★ 2 cited

On the Expectation of the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution

Moshe Pollak, Alexander Tartakovsky

Let {M_n}_{n\ge 0}$ be a nonnegative Markov process with stationary transition probabilities. The quasistationary distributions referred to in this note are of the form Q_A(x) = li…

math.ST2010

Third-order Asymptotic Optimality of the Generalized Shiryaev-Roberts Changepoint Detection Procedures

Alexander G. Tartakovsky, Moshe Pollak, Aleksey S. Polunchenko

Several variations of the Shiryaev-Roberts detection procedure in the context of the simple changepoint problem are considered: starting the procedure at (the original Shir…

math.ST2007★ 71 cited

On Optimality Properties of the Shiryaev-Roberts Procedure

Moshe Pollak, Alexander G. Tartakovsky

We consider the simple changepoint problem setting, where observations are independent, iid pre-change and iid post-change, with known pre- and post-change distributions. The Shiry…

math.PR2007★ 15 cited

Select sets: Rank and file

Abba M. Krieger, Moshe Pollak, Ester Samuel-Cahn

In many situations, the decision maker observes items in sequence and needs to determine whether or not to retain a particular item immediately after it is observed. Any decision r…