Alexander G. Tartakovsky

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Person:492188

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zbMath Open tartakovsky.alexander-gMaRDI QIDQ492188

List of research outcomes

PublicationDate of PublicationType
Quickest Change Detection With Non-Stationary Post-Change Observations2024-03-19Paper
Detecting an intermittent change of unknown duration2023-08-08Paper
Quickest Changepoint Detection in General Multistream Stochastic Models: Recent Results, Applications and Future Challenges2023-05-13Paper
Nearly Optimal Adaptive Sequential Tests for Object Detection2022-09-23Paper
Optimal Sequential Detection of Signals With Unknown Appearance and Disappearance Points in Time2022-09-23Paper
Minimax and pointwise sequential changepoint detection and identification for general stochastic models2022-05-23Paper
Minimax and pointwise sequential changepoint detection and identification for general stochastic models2021-08-11Paper
An Asymptotic Theory of Joint Sequential Changepoint Detection and Identification for General Stochastic Models2021-07-23Paper
Optimal Sequential Detection of Signals with Unknown Appearance and Disappearance Points in Time2021-02-01Paper
Asymptotically optimal quickest change detection in multistream data -- Part 1: General stochastic models2020-05-04Paper
Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis2019-11-22Paper
Sequential Change Detection and Hypothesis Testing2019-11-08Paper
Asymptotic Optimality of Mixture Rules for Detecting Changes in General Stochastic Models2019-03-28Paper
Asymptotic Bayesian Theory of Quickest Change Detection for Hidden Markov Models2019-01-18Paper
Statistical methods for network surveillance2018-09-14Paper
Rejoinder to “Statistical methods for network surveillance”2018-09-14Paper
Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data2018-04-16Paper
A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods2017-10-30Paper
Multichannel Sequential Detection—Part I: Non-i.i.d. Data2017-09-21Paper
On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case2017-09-08Paper
Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen2017-05-16Paper
Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov2016-10-28Paper
Multichannel Sequential Detection- Part I: Non-i.i.d. Data2016-01-13Paper
Asymptotically Optimal Pointwise and Minimax Quickest Change-point Detection for Dependent Data2015-10-10Paper
Nearly optimal sequential tests of composite hypotheses revisited2015-08-20Paper
Hidden Markov models for the activity profile of terrorist groups2014-03-28Paper
Almost optimal sequential tests of discrete composite hypotheses2013-11-25Paper
Unstructured sequential testing in sensor networks2013-11-10Paper
Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures2013-06-12Paper
Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund2013-04-22Paper
State-of-the-art in sequential change-point detection2013-01-11Paper
Detection of intrusions in information systems by sequential change-point methods2012-10-19Paper
Authors' response2012-10-19Paper
Nearly Minimax One-Sided Mixture-Based Sequential Tests2012-10-19Paper
Nearly Optimal Change-Point Detection with an Application to Cybersecurity2012-10-19Paper
State-of-the-Art in Sequential Change-Point Detection2011-09-13Paper
On the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution2011-07-08Paper
A numerical approach to performance analysis of quickest change-point detection procedures2011-05-16Paper
On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution2011-01-19Paper
A Note on “The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes” by Han and Tsung2011-01-13Paper
Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev2011-01-13Paper
From Disorder Detection to Optimal Stopping and Mathematical Finance2010-07-13Paper
State-of-the-Art in Bayesian Changepoint Detection2010-07-13Paper
Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection2010-04-26Paper
Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint2010-04-26Paper
Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions2009-11-16Paper
https://portal.mardi4nfdi.de/entity/Q36432972009-11-11Paper
Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén2009-09-18Paper
Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems2008-12-04Paper
Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei2008-12-04Paper
Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems2008-08-07Paper
On Optimality Properties of the Shiryaev-Roberts Procedure2007-10-31Paper
Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models2006-09-04Paper
https://portal.mardi4nfdi.de/entity/Q33741522006-03-09Paper
General Asymptotic Bayesian Theory of Quickest Change Detection2005-10-28Paper
Multihypothesis sequential probability ratio tests. II. Accurate asymptotic expansions for the expected sample size2000-09-07Paper
Multihypothesis sequential probability ratio tests .I. Asymptotic optimality2000-09-07Paper
Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case2000-06-07Paper
Minimax invariant regret solution to the \(N\)-sample slippage problem1999-01-10Paper
Asymptotically optimal sequential tests for nonhomogeneous processes1998-08-05Paper
https://portal.mardi4nfdi.de/entity/Q48716071996-05-14Paper
Asymptotic properties of CUSUM and Shiryaev's procedures for detecting a change in a nonhomogeneous Gaussian process1996-03-07Paper
Comparison of some sequential rules for detecting changes in distributions1994-05-18Paper
Efficiency of the generalized Neyman-Pearson test for detecting changes in a multichannel system1994-02-07Paper
Asymptotically Optimal Sequential Testing of Multiple Hypotheses for Nonhomogeneous Gaussian Processes in Asymmetric Case1993-09-22Paper
https://portal.mardi4nfdi.de/entity/Q52889941993-08-15Paper
Approximation in sequential rules for discrimination of complex hypotheses and their precision in the problem of signal detection from postdetector data1993-03-18Paper
https://portal.mardi4nfdi.de/entity/Q39798631992-06-26Paper
Optimal detection of random-length signals1988-01-01Paper
Detection of signals with random moments of appearance and disappearance1988-01-01Paper
Sequential testing of many simple hypotheses with independent observations1988-01-01Paper
Optimal detection of changing properties of random sequences. I: Nonsequential detection1987-01-01Paper
Optimal detection of changing properties of random sequences. II: Sequential detection1987-01-01Paper
Optimal estimation of scale parameters1986-01-01Paper
Sequential estimation of intensity of renewal processes1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36801121985-01-01Paper
Sequential parameter estimation and filtration of stochastic processes1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47474201982-01-01Paper
Sequential composite hypothesis testing with dependent nonstationary observations1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39158571981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39088941980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38801281979-01-01Paper

Research outcomes over time


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