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Alexander G. Tartakovsky · Study
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Author
Alexander G. Tartakovsky
33 works
· latest 2022
· 3 institutions
cluster: provisional
ORCID 0000-0002-1123-5329
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33
Citations
1,978
Works here
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Most cited in this library
Sequential Analysis
2014 · 438 citations
General Asymptotic Bayesian Theory of Quickest Change Detection
2005 · 224 citations
Detection of intrusions in information systems by sequential change-point methods
2005 · 188 citations
State-of-the-Art in Sequential Change-Point Detection
2011 · 124 citations
On optimality of the Shiryaev–Roberts procedure for detecting a change in distribution
2010 · 80 citations
Works
33 shown
Quickest Change Detection With Non-Stationary Post-Change Observations
IEEE Transactions on Information Theory
·
2022
·
3 authors
·
Open access
15
citations
Minimax and pointwise sequential changepoint detection and identification for general stochastic models
Journal of Multivariate Analysis
·
2022
·
3 authors
·
Open access
11
citations
Sequential Change Detection and Hypothesis Testing: General Non-i.i.d. Stochastic Models and Asymptotically Optimal Rules
·
2021
·
1 author
·
book
17
citations
Optimal Sequential Detection of Signals With Unknown Appearance and Disappearance Points in Time
IEEE Transactions on Signal Processing
·
2021
·
4 authors
·
Open access
24
citations
Sequential Change Detection and Hypothesis Testing
Chapman & Hall/CRC eBooks
·
2019
·
1 author
·
book
32
citations
Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
Journal of Multivariate Analysis
·
2019
·
2 authors
·
Open access
12
citations
Asymptotic Bayesian Theory of Quickest Change Detection for Hidden Markov Models
IEEE Transactions on Information Theory
·
2018
·
1 author
·
Open access
43
citations
On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case
IEEE Transactions on Information Theory
·
2017
·
1 author
·
Open access
39
citations
Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
Statistical Inference for Stochastic Processes
·
2016
·
2 authors
·
Open access
27
citations
Optimal Design and Analysis of the Exponentially Weighted Moving Average Chart for Exponential Data
Sri Lankan Journal of Applied Statistics
·
2014
·
3 authors
·
Open access
19
citations
Sequential Analysis
Chapman & Hall/CRC eBooks
·
2014
·
3 authors
·
book
438
citations
Nearly Optimal Change-Point Detection with an Application to Cybersecurity
arXiv (Cornell University)
·
2012
·
3 authors
·
preprint
·
Open access
28
citations
Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures
Theory of Probability and Its Applications
·
2012
·
3 authors
·
Open access
63
citations
State-of-the-Art in Sequential Change-Point Detection
Methodology And Computing In Applied Probability
·
2011
·
2 authors
·
Open access
124
citations
A numerical approach to performance analysis of quickest change-point detection procedures
Statistica Sinica
·
2011
·
3 authors
·
Open access
69
citations
Third-order asymptotic optimality of the generalized Shiryaev - Roberts changepoint detection procedures
Теория вероятностей и ее применения
·
2011
·
4 authors
11
citations
On optimality of the Shiryaev–Roberts procedure for detecting a change in distribution
The Annals of Statistics
·
2010
·
2 authors
·
Open access
80
citations
State-of-the-Art in Bayesian Changepoint Detection
Sequential Analysis
·
2010
·
2 authors
54
citations
Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions
Communication in Statistics- Theory and Methods
·
2009
·
3 authors
·
Open access
49
citations
Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
Theory of Probability and Its Applications
·
2009
·
2 authors
29
citations
Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint
Theory of Probability and Its Applications
·
2009
·
1 author
·
Open access
25
citations
Exact optimality of the Shiryaev-Roberts procedure for detecting changes in distributions
International Symposium on Information Theory and its Applications
·
2008
·
2 authors
·
other
11
citations
Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
Sequential Analysis
·
2008
·
1 author
21
citations
Quickest changepoint detection in distributed multisensor systems under unknown parameters
·
2008
·
2 authors
35
citations
Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
Sequential Analysis
·
2008
·
1 author
42
citations
On Optimality Properties of the Shiryaev-Roberts Procedure
arXiv (Cornell University)
·
2007
·
2 authors
·
preprint
·
Open access
70
citations
Asymptotic Performance of a Multichart CUSUM Test Under False Alarm Probability Constraint
IEEE Conference on Decision and Control (CDC)
·
2006
·
1 author
·
other
63
citations
Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models
Sequential Analysis
·
2006
·
2 authors
·
Open access
44
citations
Detection of intrusions in information systems by sequential change-point methods
Statistical Methodology
·
2005
·
4 authors
188
citations
General Asymptotic Bayesian Theory of Quickest Change Detection
Theory of Probability and Its Applications
·
2005
·
2 authors
224
citations
General asymptotic Bayesian theory of quickest change detection
Теория вероятностей и ее применения
·
2004
·
3 authors
·
Open access
14
citations
An efficient sequential procedure for detecting changes in multichannel and distributed systems
International Conference on Information Fusion (FUSION)
·
2003
·
2 authors
·
other
46
citations
Asymptotically Optimal Sequential Testing of Multiple Hypotheses for Nonhomogeneous Gaussian Processes in Asymmetric Case
Theory of Probability and Its Applications
·
1992
·
2 authors
11
citations