155 citations · 578 across the 27 of their papers we have counts for
4 papers · 1 filter
Efficient Computer Network Anomaly Detection by Changepoint Detection Methods
Alexander G. Tartakovsky, Aleksey S. Polunchenko, Grigory Sokolov
We consider the problem of efficient on-line anomaly detection in computer network traffic. The problem is approached statistically, as that of sequential (quickest) changepoint de…
Hidden Markov models for the activity profile of terrorist groups
Vasanthan Raghavan, Aram Galstyan, Alexander G. Tartakovsky
The main focus of this work is on developing models for the activity profile of a terrorist group, detecting sudden spurts and downfalls in this profile, and, in general, tracking…
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…
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…