activity
20092026
most citedAsymptotically optimal, sequential, multiple testing procedures with prior information on the number of signals

33 citations · 87 across the 27 of their papers we have counts for

collaborators

29 papers

stat.ME2026

Active Sequential Signal Detection with Asynchronous Decisions

Yiming Xing, Georgios Fellouris

The problem of quickly detecting signals among multiple sequentially observed data streams, subject to constraints on the familywise false-alarm and missed-detection probabilities,…

math.PR2025

Efficient Importance Sampling for Wrong Exit Probabilities over Combinatorially Many Rare Regions

Yanglei Song, Georgios Fellouris

We consider importance sampling for estimating the probability that a light-tailed -dimensional random walk exits through one of many disjoint rare-event regions before reaching…

math.ST2024

Sequential anomaly identification with observation control under generalized error metrics

Aristomenis Tsopelakos, Georgios Fellouris

The problem of sequential anomaly detection and identification is considered, where multiple data sources are simultaneously monitored and the goal is to identify in real time thos…

stat.ME2024

Round Robin Active Sequential Change Detection for Dependent Multi-Channel Data

Anamitra Chaudhuri, Georgios Fellouris, Ali Tajer

This paper considers the problem of sequentially detecting a change in the joint distribution of multiple data sources under a sampling constraint. Specifically, the channels or so…

cs.IT2023

Quickest Change Detection with Controlled Sensing

Venugopal V. Veeravalli, Georgios Fellouris, George V. Moustakides

In the problem of quickest change detection, a change occurs at some unknown time in the distribution of a sequence of random vectors that are monitored in real time, and the goal…

math.ST2023

Worst-Case Misidentification Control in Sequential Change Diagnosis using the min-CuSum

Austin Warner, Georgios Fellouris

The problem of sequential change diagnosis is considered, where a sequence of independent random elements is accessed sequentially, there is an abrupt change in its distribution at…