155 citations · 578 across the 27 of their papers we have counts for
34 papers
Change, dependence, and discovery: Celebrating the work of T.L. Lai
Alexander G. Tartakovsky, Jay Bartroff, Cheng-Der Fuh +1
Tze Leung Lai made seminal contributions to sequential analysis, particularly in sequential hypothesis testing, changepoint detection and nonlinear renewal theory. His work establi…
Nearly Optimum Properties of Certain Multi-Decision Sequential Rules for General Non-i.i.d. Stochastic Models
Alexander G. Tartakovsky
Dedicated to the memory of Professor Tze Leung Lai, this paper introduces three multi-hypothesis sequential tests. These tests are derived from one-sided versions of the sequential…
Beyond boundaries: Gary Lorden's groundbreaking contributions to sequential analysis
Jay Bartroff, Alexander G. Tartakovsky
Gary Lorden provided several fundamental and novel insights into sequential hypothesis testing and changepoint detection. In this article, we provide an overview of Lorden's contri…
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…
Detecting an Intermittent Change of Unknown Duration
Grigory Sokolov, Valentin S. Spivak, Alexander G. Tartakovsky
Oftentimes in practice, the observed process changes statistical properties at an unknown point in time and the duration of a change is substantially finite, in which case one says…
Quickest Change Detection with Non-Stationary Post-Change Observations
Yuchen Liang, Alexander G. Tartakovsky, Venugopal V. Veeravalli
The problem of quickest detection of a change in the distribution of a sequence of independent observations is considered. The pre-change observations are assumed to be stationary…