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Third-order Asymptotic Optimality of the Generalized Shiryaev-Roberts Changepoint Detection Procedures
7 May 2010
A. Tartakovsky
M. Pollak
Aleksey S. Polunchenko
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Papers citing
"Third-order Asymptotic Optimality of the Generalized Shiryaev-Roberts Changepoint Detection Procedures"
38 / 38 papers shown
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Noise-contrastive Online Change Point Detection
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E-detectors: a nonparametric framework for sequential change detection
The New England Journal of Statistics in Data Science (JNESDS), 2022
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07 Mar 2022
Quickest Change Detection with Non-Stationary Post-Change Observations
Yuchen Liang
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Venugopal V. Veeravalli
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04 Oct 2021
Quickest change detection with unknown parameters: Constant complexity and near optimality
Firas Jarboui
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09 Jun 2021
Sequential (Quickest) Change Detection: Classical Results and New Directions
IEEE Journal on Selected Areas in Information Theory (JSAIT), 2021
Liyan Xie
Shaofeng Zou
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Venugopal V. Veeravalli
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09 Apr 2021
On the Convergence Rate of the Quasi- to Stationary Distribution for the Shiryaev-Roberts Diffusion
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Kexuan Li
Aleksey S. Polunchenko
187
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05 Jul 2019
Asymptotic Optimality of Mixture Rules for Detecting Changes in General Stochastic Models
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154
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24 Jul 2018
Asymptotically Optimal Quickest Change Detection In Multistream Data - Part 1: General Stochastic Models
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123
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24 Jul 2018
Asymptotically Optimal Pointwise and Minimax Change-point Detection for General Stochastic Models With a Composite Post-Change Hypothesis
S. Pergamenchtchikov
A. Tartakovsky
293
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0
24 Jul 2018
Comparative Performance Analysis of the Cumulative Sum Chart and the Shiryaev-Roberts Procedure for Detecting Changes in Autocorrelated Data
Applied Stochastic Models in Business and Industry (ASMBI), 2017
Aleksey S. Polunchenko
V. Raghavan
206
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0
02 Jun 2017
Asymptotic Exponentiality of the First Exit Time of the Shiryaev-Roberts Diffusion with Constant Positive Drift
Aleksey S. Polunchenko
175
4
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28 Feb 2017
Minimax Optimality of Shiryaev-Roberts Procedure for Quickest Drift Change Detection of a Brownian motion
T. Banerjee
G. Moustakides
161
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09 Oct 2016
Asymptotic Near-Minimaxity of the Randomized Shiryaev-Roberts-Pollak Change-Point Detection Procedure in Continuous Time
Aleksey S. Polunchenko
267
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12 Jul 2016
Optimal Design of the Shiryaev-Roberts Chart: Give Your Shiryaev-Roberts a Headstart
Aleksey S. Polunchenko
103
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04 Jul 2016
Asymptotic Bayesian Theory of Quickest Change Detection for Hidden Markov Models
IEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2016
C. Fuh
A. Tartakovsky
125
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03 Jul 2016
On the Quasi-Stationary Distribution of the Shiryaev-Roberts Diffusion
Aleksey S. Polunchenko
211
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21 Jun 2016
Exact Distribution of the Generalized Shiryaev-Roberts Stopping Time Under the Minimax Brownian Motion Setup
Aleksey S. Polunchenko
154
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17 Jan 2016
An Analytic Expression for the Distribution of the Generalized Shiryaev-Roberts Diffusion
Aleksey S. Polunchenko
Grigory Sokolov
143
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15 Jan 2016
On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case
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238
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13 Oct 2015
Asymptotically Optimal Pointwise and Minimax Quickest Change-point Detection for Dependent Data
S. Pergamenchtchikov
A. Tartakovsky
253
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10 Oct 2015
Quickest Detection for Changes in Maximal kNN Coherence of Random Matrices
IEEE Transactions on Signal Processing (IEEE TSP), 2015
T. Banerjee
H. Firouzi
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379
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19 Aug 2015
Non-parametric Quickest Change Detection for Large Scale Random Matrices
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H. Firouzi
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139
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20 Jun 2015
Data-Efficient Quickest Outlying Sequence Detection in Sensor Networks
T. Banerjee
Venugopal V. Veeravalli
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236
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01 Nov 2014
Data-Efficient Minimax Quickest Change Detection with Composite Post-Change Distribution
IEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2014
T. Banerjee
Venugopal V. Veeravalli
213
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0
13 Oct 2014
An Exact Formula for the Average Run Length to False Alarm of the Generalized Shiryaev-Roberts Procedure for Change-Point Detection under Exponential Observations
Wenyu Du
Grigory Sokolov
Aleksey S. Polunchenko
231
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0
29 Aug 2014
Multiple optimality properties of the Shewhart test
G. Moustakides
178
33
0
15 Jan 2014
Efficient Performance Evaluation of the Generalized Shiryaev--Roberts Detection Procedure in a Multi-Cyclic Setup
Aleksey S. Polunchenko
Grigory Sokolov
Wenyu Du
198
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0
17 Dec 2013
Quickest Change-Point Detection: A Bird's Eye View
Aleksey S. Polunchenko
Grigory Sokolov
Wenyu Du
138
23
0
11 Oct 2013
Optimal Design and Analysis of the Exponentially Weighted Moving Average Chart for Exponential Data
Aleksey S. Polunchenko
Grigory Sokolov
A. Tartakovsky
288
17
0
26 Jul 2013
An Accurate Method for Determining the Pre-Change Run-Length Distribution of the Generalized Shiryaev--Roberts Detection Procedure
Aleksey S. Polunchenko
Grigory Sokolov
Wenyu Du
212
13
0
11 Jul 2013
Data-Efficient Quickest Change Detection in Minimax Settings
IEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2012
T. Banerjee
Venugopal V. Veeravalli
162
58
0
15 Nov 2012
Quickest Change Detection
IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), 2012
Venugopal V. Veeravalli
T. Banerjee
AI4TS
254
123
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19 Oct 2012
Bandwidth and Energy Efficient Decentralized Sequential Change Detection
Georgios Fellouris
G. Moustakides
290
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0
07 Oct 2012
State-of-the-Art in Sequential Change-Point Detection
Aleksey S. Polunchenko
A. Tartakovsky
AI4TS
205
142
0
13 Sep 2011
On the Expectation of the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution
M. Pollak
A. Tartakovsky
224
1
0
04 Jun 2010
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