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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…
math.ST2012★ 15 cited
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…