155 citations · 578 across the 27 of their papers we have counts for
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math.ST2012
Almost optimal sequential tests of discrete composite hypotheses
Georgios Fellouris, Alexander G. Tartakovsky
We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential t…
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…