Efficient computer network anomaly detection by changepoint detection methods AG Tartakovsky, AS Polunchenko, G Sokolov IEEE Journal of Selected Topics in Signal Processing 7 (1), 4-11, 2012 | 215 | 2012 |
Second-order asymptotic optimality in multisensor sequential change detection G Fellouris, G Sokolov IEEE Transactions on Information Theory 62 (6), 3662-3675, 2016 | 62 | 2016 |
Quickest change-point detection: A bird's eye view AS Polunchenko, G Sokolov, W Du arXiv preprint arXiv:1310.3285, 2013 | 29 | 2013 |
Optimal design and analysis of the exponentially weighted moving average chart for exponential data AS Polunchenko, G Sokolov, AG Tartakovsky arXiv preprint arXiv:1307.7126, 2013 | 25 | 2013 |
An accurate method for determining the pre-change run length distribution of the generalized Shiryaev-Roberts Detection Procedure AS Polunchenko, G Sokolov, W Du Sequential Analysis 33 (1), 112-134, 2014 | 15 | 2014 |
An analytic expression for the distribution of the Generalized Shiryaev–Roberts diffusion: The Fourier spectral expansion approach AS Polunchenko, G Sokolov Methodology and Computing in Applied Probability 18, 1153-1195, 2016 | 14 | 2016 |
On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution W Du, AS Polunchenko, G Sokolov Communications in Statistics-Simulation and Computation 46 (3), 2185-2206, 2017 | 12 | 2017 |
Efficient performance evaluation of the generalized Shiryaev–Roberts detection procedure in a multi‐cyclic setup AS Polunchenko, G Sokolov, W Du Applied Stochastic Models in Business and Industry 30 (6), 723-739, 2014 | 11 | 2014 |
Nearly optimal adaptive sequential tests for object detection AG Tartakovsky, G Sokolov, Y Bar-Shalom IEEE Transactions on Signal Processing 68, 3371-3384, 2020 | 9 | 2020 |
An exact formula for the average run length to false alarm of the Generalized Shiryaev–Roberts procedure for change-point detection under exponential observations W Du, G Sokolov, AS Polunchenko Stochastic Models, Statistics and Their Applications: Wrocław, Poland …, 2015 | 4 | 2015 |
Toward Optimal Design of the Generalized Shiryaev--Roberts Procedure for Quickest Change-Point Detection under Exponential Observations AS Polunchenko, G Sokolov 2014 International Conference on Engineering and Telecommunication, 51-55, 2014 | 4 | 2014 |
Multisensor quickest detection G Fellouris, G Sokolov arXiv preprint arXiv:1410.3815, 2014 | 3 | 2014 |
Detecting an intermittent change of unknown duration G Sokolov, VS Spivak, AG Tartakovsky Sequential Analysis 42 (3), 269-302, 2023 | 1 | 2023 |
On Robustness of the Shiryaev-Roberts Procedure for Quickest Change-Point Detection under Parameter Misspecification in the Post-Change Distribution W Du, AS Polunchenko, G Sokolov arXiv preprint arXiv:1504.04722, 2015 | | 2015 |