87 citations · 378 across the 32 of their papers we have counts for
36 papers
Data-Driven Estimation of Conditional Expectations, Application to Optimal Stopping and Reinforcement Learning
George V. Moustakides
When the underlying conditional density is known, conditional expectations can be computed analytically or numerically. When, however, such knowledge is not available and instead w…
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…
A combinatorial proof for the secretary problem with multiple choices
Xujun Liu, Olgica Milenkovic, George V. Moustakides
The Secretary problem is a classical sequential decision-making question that can be succinctly described as follows: a set of rank-ordered applicants are interviewed sequentially…
Window-Limited CUSUM for Sequential Change Detection
Liyan Xie, George V. Moustakides, Yao Xie
We study the parametric online changepoint detection problem, where the underlying distribution of the streaming data changes from a known distribution to an alternative that is of…
Data-Driven Parameter Estimation
George V. Moustakides
Optimum parameter estimation methods require knowledge of a parametric probability density that statistically describes the available observations. In this work we examine Bayesian…
Optimal Stopping Methodology for the Secretary Problem with Random Queries
George V. Moustakides, Xujun Liu, Olgica Milenkovic
Candidates arrive sequentially for an interview process which results in them being ranked relative to their predecessors. Based on the ranks available at each time, one must devel…