Zobrazeno 1 - 10
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pro vyhledávání: '"Tartakovsky, Alexander G."'
Autor:
Tartakovsky, Alexander G.
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 probability ratio test and its modifications. They are proven to be f
Externí odkaz:
http://arxiv.org/abs/2405.00928
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 contributions in the context of existing results in those areas, and some ex
Externí odkaz:
http://arxiv.org/abs/2403.18782
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 rates. The paper develops a general theory of quickest multistream detecti
Externí odkaz:
http://arxiv.org/abs/2305.07834
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 that the change is intermittent or transient. We provide an overview
Externí odkaz:
http://arxiv.org/abs/2210.17342
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 with a known distribution, while the post-change observations are allo
Externí odkaz:
http://arxiv.org/abs/2110.01581
Autor:
Tartakovsky, Alexander G.
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 and non-identically distributed, the prior distribution of the change p
Externí odkaz:
http://arxiv.org/abs/2102.01306
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, e.g., for signal and image processing where signals appear and disapp
Externí odkaz:
http://arxiv.org/abs/2102.01310
Publikováno v:
Journal of Multivariate Analysis, 2019
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 change-point detection procedures with the given low maximal local pr
Externí odkaz:
http://arxiv.org/abs/1807.09613
Autor:
Tartakovsky, Alexander G.
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-identically distributed) and the prior distribution of the change point is arbit
Externí odkaz:
http://arxiv.org/abs/1807.08980
Publikováno v:
In Journal of Multivariate Analysis July 2022 190
