Publication | Date of Publication | Type |
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Quickest Change Detection With Non-Stationary Post-Change Observations | 2024-03-19 | Paper |
Detecting an intermittent change of unknown duration | 2023-08-08 | Paper |
Quickest Changepoint Detection in General Multistream Stochastic Models: Recent Results, Applications and Future Challenges | 2023-05-13 | Paper |
Nearly Optimal Adaptive Sequential Tests for Object Detection | 2022-09-23 | Paper |
Optimal Sequential Detection of Signals With Unknown Appearance and Disappearance Points in Time | 2022-09-23 | Paper |
Minimax and pointwise sequential changepoint detection and identification for general stochastic models | 2022-05-23 | Paper |
Minimax and pointwise sequential changepoint detection and identification for general stochastic models | 2021-08-11 | Paper |
An Asymptotic Theory of Joint Sequential Changepoint Detection and Identification for General Stochastic Models | 2021-07-23 | Paper |
Optimal Sequential Detection of Signals with Unknown Appearance and Disappearance Points in Time | 2021-02-01 | Paper |
Asymptotically optimal quickest change detection in multistream data -- Part 1: General stochastic models | 2020-05-04 | Paper |
Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis | 2019-11-22 | Paper |
Sequential Change Detection and Hypothesis Testing | 2019-11-08 | Paper |
Asymptotic Optimality of Mixture Rules for Detecting Changes in General Stochastic Models | 2019-03-28 | Paper |
Asymptotic Bayesian Theory of Quickest Change Detection for Hidden Markov Models | 2019-01-18 | Paper |
Statistical methods for network surveillance | 2018-09-14 | Paper |
Rejoinder to “Statistical methods for network surveillance” | 2018-09-14 | Paper |
Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data | 2018-04-16 | Paper |
A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods | 2017-10-30 | Paper |
Multichannel Sequential Detection—Part I: Non-i.i.d. Data | 2017-09-21 | Paper |
On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case | 2017-09-08 | Paper |
Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen | 2017-05-16 | Paper |
Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov | 2016-10-28 | Paper |
Multichannel Sequential Detection- Part I: Non-i.i.d. Data | 2016-01-13 | Paper |
Asymptotically Optimal Pointwise and Minimax Quickest Change-point Detection for Dependent Data | 2015-10-10 | Paper |
Nearly optimal sequential tests of composite hypotheses revisited | 2015-08-20 | Paper |
Hidden Markov models for the activity profile of terrorist groups | 2014-03-28 | Paper |
Almost optimal sequential tests of discrete composite hypotheses | 2013-11-25 | Paper |
Unstructured sequential testing in sensor networks | 2013-11-10 | Paper |
Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures | 2013-06-12 | Paper |
Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund | 2013-04-22 | Paper |
State-of-the-art in sequential change-point detection | 2013-01-11 | Paper |
Detection of intrusions in information systems by sequential change-point methods | 2012-10-19 | Paper |
Authors' response | 2012-10-19 | Paper |
Nearly Minimax One-Sided Mixture-Based Sequential Tests | 2012-10-19 | Paper |
Nearly Optimal Change-Point Detection with an Application to Cybersecurity | 2012-10-19 | Paper |
State-of-the-Art in Sequential Change-Point Detection | 2011-09-13 | Paper |
On the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution | 2011-07-08 | Paper |
A numerical approach to performance analysis of quickest change-point detection procedures | 2011-05-16 | Paper |
On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution | 2011-01-19 | Paper |
A Note on “The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes” by Han and Tsung | 2011-01-13 | Paper |
Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev | 2011-01-13 | Paper |
From Disorder Detection to Optimal Stopping and Mathematical Finance | 2010-07-13 | Paper |
State-of-the-Art in Bayesian Changepoint Detection | 2010-07-13 | Paper |
Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection | 2010-04-26 | Paper |
Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint | 2010-04-26 | Paper |
Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions | 2009-11-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q3643297 | 2009-11-11 | Paper |
Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén | 2009-09-18 | Paper |
Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems | 2008-12-04 | Paper |
Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei | 2008-12-04 | Paper |
Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems | 2008-08-07 | Paper |
On Optimality Properties of the Shiryaev-Roberts Procedure | 2007-10-31 | Paper |
Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models | 2006-09-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q3374152 | 2006-03-09 | Paper |
General Asymptotic Bayesian Theory of Quickest Change Detection | 2005-10-28 | Paper |
Multihypothesis sequential probability ratio tests. II. Accurate asymptotic expansions for the expected sample size | 2000-09-07 | Paper |
Multihypothesis sequential probability ratio tests .I. Asymptotic optimality | 2000-09-07 | Paper |
Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case | 2000-06-07 | Paper |
Minimax invariant regret solution to the \(N\)-sample slippage problem | 1999-01-10 | Paper |
Asymptotically optimal sequential tests for nonhomogeneous processes | 1998-08-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q4871607 | 1996-05-14 | Paper |
Asymptotic properties of CUSUM and Shiryaev's procedures for detecting a change in a nonhomogeneous Gaussian process | 1996-03-07 | Paper |
Comparison of some sequential rules for detecting changes in distributions | 1994-05-18 | Paper |
Efficiency of the generalized Neyman-Pearson test for detecting changes in a multichannel system | 1994-02-07 | Paper |
Asymptotically Optimal Sequential Testing of Multiple Hypotheses for Nonhomogeneous Gaussian Processes in Asymmetric Case | 1993-09-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q5288994 | 1993-08-15 | Paper |
Approximation in sequential rules for discrimination of complex hypotheses and their precision in the problem of signal detection from postdetector data | 1993-03-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q3979863 | 1992-06-26 | Paper |
Optimal detection of random-length signals | 1988-01-01 | Paper |
Detection of signals with random moments of appearance and disappearance | 1988-01-01 | Paper |
Sequential testing of many simple hypotheses with independent observations | 1988-01-01 | Paper |
Optimal detection of changing properties of random sequences. I: Nonsequential detection | 1987-01-01 | Paper |
Optimal detection of changing properties of random sequences. II: Sequential detection | 1987-01-01 | Paper |
Optimal estimation of scale parameters | 1986-01-01 | Paper |
Sequential estimation of intensity of renewal processes | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3680112 | 1985-01-01 | Paper |
Sequential parameter estimation and filtration of stochastic processes | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4747420 | 1982-01-01 | Paper |
Sequential composite hypothesis testing with dependent nonstationary observations | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3915857 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3908894 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3880128 | 1979-01-01 | Paper |