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Grigory Sokolov
Grigory Sokolov
Department of Mathematical Sciences, Binghamton University
在 binghamton.edu 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
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
2152012
Second-order asymptotic optimality in multisensor sequential change detection
G Fellouris, G Sokolov
IEEE Transactions on Information Theory 62 (6), 3662-3675, 2016
622016
Quickest change-point detection: A bird's eye view
AS Polunchenko, G Sokolov, W Du
arXiv preprint arXiv:1310.3285, 2013
292013
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
252013
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
152014
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
142016
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
122017
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
112014
Nearly optimal adaptive sequential tests for object detection
AG Tartakovsky, G Sokolov, Y Bar-Shalom
IEEE Transactions on Signal Processing 68, 3371-3384, 2020
92020
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
42015
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
42014
Multisensor quickest detection
G Fellouris, G Sokolov
arXiv preprint arXiv:1410.3815, 2014
32014
Detecting an intermittent change of unknown duration
G Sokolov, VS Spivak, AG Tartakovsky
Sequential Analysis 42 (3), 269-302, 2023
12023
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
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