155 citations · 578 across the 27 of their papers we have counts for
4 papers · 1 filter
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…
Minimax and pointwise sequential changepoint detection and identification for general stochastic models
Serguei Pergamenchtchikov, Alexander Tartakovsky, Valentin Spivak
This paper considers the problem of joint change detection and identification assuming multiple composite postchange hypotheses. We propose a multihypothesis changepoint detection-…
Optimal Sequential Detection of Signals with Unknown Appearance and Disappearance Points in Time
Alexander G. Tartakovsky, Nikita R. Berenkov, Alexei E. Kolessa +1
The paper addresses a sequential changepoint detection problem, assuming that the duration of change may be finite and unknown. This problem is of importance for many applications,…
An Asymptotic Theory of Joint Sequential Changepoint Detection and Identification for General Stochastic Models
Alexander G. Tartakovsky
The paper addresses a joint sequential changepoint detection and identification/isolation problem for a general stochastic model, assuming that the observed data may be dependent a…