155 citations · 578 across the 27 of their papers we have counts for
Showing 2018Show all
3 papers · 1 filter
math.ST2018
Asymptotic Optimality of Mixture Rules for Detecting Changes in General Stochastic Models
Alexander G. Tartakovsky
The paper addresses a sequential changepoint detection problem for a general stochastic model, assuming that the observed data may be non-i.i.d. (i.e., dependent and non-identicall…
math.ST2018
Asymptotically Optimal Quickest Change Detection In Multistream Data - Part 1: General Stochastic Models
Alexander Tartakovsky
Assume that there are multiple data streams (channels, sensors) and in each stream the process of interest produces generally dependent and non-identically distributed observations…
math.ST2018
Asymptotically Optimal Pointwise and Minimax Change-point Detection for General Stochastic Models With a Composite Post-Change Hypothesis
Serguei Pergamenchtchikov, Alexander G. Tartakovsky
A weighted Shiryaev-Roberts change detection procedure is shown to approximately minimize the expected delay to detection as well as higher moments of the detection delay among all…