15 citations · 17 across the 3 of their papers we have counts for
3 papers
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…
Nearly Optimal Change-Point Detection with an Application to Cybersecurity
Aleksey S. Polunchenko, Alexander G. Tartakovsky, Nitis Mukhopadhyay
We address the sequential change-point detection problem for the Gaussian model where baseline distribution is Gaussian with variance σ^2 and mean μsuch that σ^2=aμ, where a>0 is a…
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…