15 citations · 15 across the 2 of their papers we have counts for
2 papers
stat.CO2015
On Robustness of the Shiryaev-Roberts Procedure for Quickest Change-Point Detection under Parameter Misspecification in the Post-Change Distribution
Wenyu Du, Aleksey S. Polunchenko, Grigory Sokolov
The gist of the quickest change-point detection problem is to detect the presence of a change in the statistical behavior of a series of sequentially made observations, and do so i…
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…