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Tartakovsky, Alexander G.

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Author ID: tartakovsky.alexander-g Recent zbMATH articles by "Tartakovsky, Alexander G."
Published as: Tartakovskij, A. G.; Tartakovsky, A.; Tartakovsky, A. G.; Tartakovsky, Alexander; Tartakovsky, Alexander G.
External Links: ORCID
Documents Indexed: 73 Publications since 1979, including 5 Books

Publications by Year

Citations contained in zbMATH Open

46 Publications have been cited 375 times in 174 Documents Cited by Year
Multihypothesis sequential probability ratio tests. I: Asymptotic optimality. Zbl 1131.62313
Dragalin, Vladimir P.; Tartakovsky, Alexander G.; Veeravalli, Venugopal V.
34
1999
Sequential analysis. Hypothesis testing and changepoint detection. Zbl 1341.62026
Tartakovsky, Alexander; Nikiforov, Igor; Basseville, Michèle
31
2015
Detection of intrusions in information systems by sequential change-point methods. Zbl 1248.94032
Tartakovsky, Alexander G.; Rozovskii, Boris L.; Blažek, Rudolf B.; Kim, Hongjoong
27
2006
On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution. Zbl 1204.62141
Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
20
2010
General asymptotic Bayesian theory of quickest change detection. Zbl 1131.62314
Tartakovsky, A. G.; Veeravalli, V. V.
19
2005
Asymptotically optimal quickest change detection in distributed sensor systems. Zbl 1247.93014
Tartakovsky, Alexander G.; Veeravalli, Venugopal V.
17
2008
A numerical approach to performance analysis of quickest change-point detection procedures. Zbl 1214.62084
Moustakides, George V.; Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
16
2011
State-of-the-art in sequential change-point detection. Zbl 06124706
Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
14
2012
Optimality properties of the Shiryaev-Roberts procedure. Zbl 05629283
Pollak, Moshe; Tartakovsky, Alexander G.
14
2009
Sequential detection of targets in multichannel systems. Zbl 1063.94518
Tartakovsky, Alexander G.; Li, X. Rong; Yaralov, George
14
2003
Third-order asymptotic optimality of the generalized Shiryaev-Roberts changepoint detection procedures. Zbl 1417.62232
Tartakovsky, A. G.; Pollak, M.; Polunchenko, A. S.
13
2012
Numerical comparison of CUSUM and Shiryaev-Roberts procedures for detecting changes in distributions. Zbl 1175.62084
Moustakides, George V.; Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
13
2009
A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods. Zbl 1373.68144
Tartakovsky, A. G.; Rozovskii, B. L.; Blazek, R. B.; Kim, Hongjoong
13
2006
Asymptotic optimality of change-point detection schemes in general continuous-time models. Zbl 1136.62054
Baron, M.; Tartakovsky, A. G.
13
2006
Change-point detection in multichannel and distributed systems. Zbl 1082.62068
Tartakovsky, Alexander G.; Veeravalli, Venugopal V.
12
2004
State-of-the-art in Bayesian changepoint detection. Zbl 1190.62151
Tartakovsky, Alexander G.; Moustakides, George V.
11
2010
Multihypothesis sequential probability ratio tests. II: Accurate asymptotic expansions for the expected sample size. Zbl 1059.62581
Dragalin, Vladimir P.; Tartakovsky, Alexander G.; Veeravalli, Venugopal V.
11
2000
Asymptotic exponentiality of the distribution of first exit times for a class of Markov processes with applications to quickest change detection. Zbl 1201.60073
Pollak, M.; Tartakovsky, A. G.
10
2009
Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case. Zbl 0943.62080
Tartakovsky, Alexander G.
10
1998
Discussion on “Is average run length to false alarm always an informative criterion?” by Yajun Mei. Zbl 1247.60060
Tartakovsky, Alexander G.
9
2008
Asymptotically optimal sequential tests for nonhomogeneous processes. Zbl 0899.62100
Tartakovsky, Alexander
7
1998
Multidecision quickest change-point detection: previous achievements and open problems. Zbl 1274.62540
Tartakovsky, Alexander G.
6
2008
Asymptotic properties of CUSUM and Shiryaev’s procedures for detecting a change in a nonhomogeneous Gaussian process. Zbl 0852.62070
Tartakovsky, A.
5
1995
Multichannel sequential detection. I: Non-i.i.d. Data. Zbl 1370.94322
Fellouris, Georgios; Tartakovsky, Alexander G.
4
2017
Asymptotic optimality in Bayesian change point detection problems under global false alarm probability constraint. Zbl 1395.62251
Tartakovsky, A. G.
4
2009
Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data. Zbl 06860591
Pergamenchtchikov, Serguei; Tartakovsky, Alexander G.
3
2018
Nearly optimal change-point detection with an application to cybersecurity. Zbl 1274.62515
Polunchenko, Aleksey S.; Tartakovsky, Alexander G.; Mukhopadhyay, Nitis
3
2012
Asymptotic optimality of mixture rules for detecting changes in general stochastic models. Zbl 1432.62275
Tartakovsky, Alexander G.
2
2019
On asymptotic optimality in sequential changepoint detection: non-iid case. Zbl 1369.94378
Tartakovsky, Alexander G.
2
2017
Almost optimal sequential tests of discrete composite hypotheses. Zbl 1417.62228
Fellouris, Georgios; Tartakovsky, Alexander G.
2
2013
Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis. Zbl 1428.62370
Pergamenchtchikov, Serguei; Tartakovsky, Alexander G.
1
2019
Asymptotic Bayesian theory of quickest change detection for hidden Markov models. Zbl 1432.62278
Fuh, Cheng-Der; Tartakovsky, Alexander G.
1
2019
Statistical methods for network surveillance. Zbl 1400.62344
Jeske, Daniel R.; Stevens, Nathaniel T.; Tartakovsky, Alexander G.; Wilson, James D.
1
2018
Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov. Zbl 1356.62119
Tartakovsky, Alexander G.
1
2016
Spectral analysis of the efficiency of vertical mixing in the deep ocean due to interaction of tidal currents with a ridge running down a continental slope. Zbl 1302.76045
Ibragimov, R. N.; Tartakovsky, A.
1
2014
Hidden Markov models for the activity profile of terrorist groups. Zbl 1283.62244
Raghavan, Vasanthan; Galstyan, Aram; Tartakovsky, Alexander G.
1
2013
Discussion on “Change-points: from sequential detection to biology and back” by David Siegmund. Zbl 1271.62186
Tartakovsky, Alexander G.
1
2013
Nearly minimax one-sided mixture-based sequential tests. Zbl 1273.62189
Fellouris, Georgios; Tartakovsky, Alexander G.
1
2012
A note on “The optimal stopping time for detecting changes in discrete time Markov processes” by Han and Tsung. Zbl 1274.62534
Moustakides, George V.; Tartakovsky, Alexander G.
1
2010
Discussion on “Optimal sequential surveillance for finance, public health, and other areas” by Marianne Frisén. Zbl 1274.62541
Tartakovsky, Alexander G.
1
2009
Minimax invariant regret solution to the \(N\)-sample slippage problem. Zbl 0903.62006
Tartakovsky, A. G.
1
1997
Asymptotically minimax multialternative sequential rule for disorder detection. Zbl 0839.62073
Tartakovskij, A. G.
1
1993
Efficiency of the generalized Neyman-Pearson test for detecting changes in a multichannel system. Zbl 0801.62068
Tartakovskij, A. G.
1
1992
Approximation in sequential rules for discrimination of complex hypotheses and their precision in the problem of signal detection from postdetector data. Zbl 0788.62074
Tartakovskij, A. G.; Ivanova, I. A.
1
1992
Asymptotically optimal sequential testing of multiple hypotheses for nonhomogeneous Gaussian processes in asymmetric case. Zbl 0776.62062
Verdenskaya, N. V.; Tartakovskij, A. G.
1
1991
Sequential testing of many simple hypotheses with independent observations. Zbl 0677.62075
Tartakovskij, A. G.
1
1988
Asymptotic optimality of mixture rules for detecting changes in general stochastic models. Zbl 1432.62275
Tartakovsky, Alexander G.
2
2019
Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis. Zbl 1428.62370
Pergamenchtchikov, Serguei; Tartakovsky, Alexander G.
1
2019
Asymptotic Bayesian theory of quickest change detection for hidden Markov models. Zbl 1432.62278
Fuh, Cheng-Der; Tartakovsky, Alexander G.
1
2019
Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data. Zbl 06860591
Pergamenchtchikov, Serguei; Tartakovsky, Alexander G.
3
2018
Statistical methods for network surveillance. Zbl 1400.62344
Jeske, Daniel R.; Stevens, Nathaniel T.; Tartakovsky, Alexander G.; Wilson, James D.
1
2018
Multichannel sequential detection. I: Non-i.i.d. Data. Zbl 1370.94322
Fellouris, Georgios; Tartakovsky, Alexander G.
4
2017
On asymptotic optimality in sequential changepoint detection: non-iid case. Zbl 1369.94378
Tartakovsky, Alexander G.
2
2017
Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov. Zbl 1356.62119
Tartakovsky, Alexander G.
1
2016
Sequential analysis. Hypothesis testing and changepoint detection. Zbl 1341.62026
Tartakovsky, Alexander; Nikiforov, Igor; Basseville, Michèle
31
2015
Spectral analysis of the efficiency of vertical mixing in the deep ocean due to interaction of tidal currents with a ridge running down a continental slope. Zbl 1302.76045
Ibragimov, R. N.; Tartakovsky, A.
1
2014
Almost optimal sequential tests of discrete composite hypotheses. Zbl 1417.62228
Fellouris, Georgios; Tartakovsky, Alexander G.
2
2013
Hidden Markov models for the activity profile of terrorist groups. Zbl 1283.62244
Raghavan, Vasanthan; Galstyan, Aram; Tartakovsky, Alexander G.
1
2013
Discussion on “Change-points: from sequential detection to biology and back” by David Siegmund. Zbl 1271.62186
Tartakovsky, Alexander G.
1
2013
State-of-the-art in sequential change-point detection. Zbl 06124706
Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
14
2012
Third-order asymptotic optimality of the generalized Shiryaev-Roberts changepoint detection procedures. Zbl 1417.62232
Tartakovsky, A. G.; Pollak, M.; Polunchenko, A. S.
13
2012
Nearly optimal change-point detection with an application to cybersecurity. Zbl 1274.62515
Polunchenko, Aleksey S.; Tartakovsky, Alexander G.; Mukhopadhyay, Nitis
3
2012
Nearly minimax one-sided mixture-based sequential tests. Zbl 1273.62189
Fellouris, Georgios; Tartakovsky, Alexander G.
1
2012
A numerical approach to performance analysis of quickest change-point detection procedures. Zbl 1214.62084
Moustakides, George V.; Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
16
2011
On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution. Zbl 1204.62141
Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
20
2010
State-of-the-art in Bayesian changepoint detection. Zbl 1190.62151
Tartakovsky, Alexander G.; Moustakides, George V.
11
2010
A note on “The optimal stopping time for detecting changes in discrete time Markov processes” by Han and Tsung. Zbl 1274.62534
Moustakides, George V.; Tartakovsky, Alexander G.
1
2010
Optimality properties of the Shiryaev-Roberts procedure. Zbl 05629283
Pollak, Moshe; Tartakovsky, Alexander G.
14
2009
Numerical comparison of CUSUM and Shiryaev-Roberts procedures for detecting changes in distributions. Zbl 1175.62084
Moustakides, George V.; Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
13
2009
Asymptotic exponentiality of the distribution of first exit times for a class of Markov processes with applications to quickest change detection. Zbl 1201.60073
Pollak, M.; Tartakovsky, A. G.
10
2009
Asymptotic optimality in Bayesian change point detection problems under global false alarm probability constraint. Zbl 1395.62251
Tartakovsky, A. G.
4
2009
Discussion on “Optimal sequential surveillance for finance, public health, and other areas” by Marianne Frisén. Zbl 1274.62541
Tartakovsky, Alexander G.
1
2009
Asymptotically optimal quickest change detection in distributed sensor systems. Zbl 1247.93014
Tartakovsky, Alexander G.; Veeravalli, Venugopal V.
17
2008
Discussion on “Is average run length to false alarm always an informative criterion?” by Yajun Mei. Zbl 1247.60060
Tartakovsky, Alexander G.
9
2008
Multidecision quickest change-point detection: previous achievements and open problems. Zbl 1274.62540
Tartakovsky, Alexander G.
6
2008
Detection of intrusions in information systems by sequential change-point methods. Zbl 1248.94032
Tartakovsky, Alexander G.; Rozovskii, Boris L.; Blažek, Rudolf B.; Kim, Hongjoong
27
2006
A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods. Zbl 1373.68144
Tartakovsky, A. G.; Rozovskii, B. L.; Blazek, R. B.; Kim, Hongjoong
13
2006
Asymptotic optimality of change-point detection schemes in general continuous-time models. Zbl 1136.62054
Baron, M.; Tartakovsky, A. G.
13
2006
General asymptotic Bayesian theory of quickest change detection. Zbl 1131.62314
Tartakovsky, A. G.; Veeravalli, V. V.
19
2005
Change-point detection in multichannel and distributed systems. Zbl 1082.62068
Tartakovsky, Alexander G.; Veeravalli, Venugopal V.
12
2004
Sequential detection of targets in multichannel systems. Zbl 1063.94518
Tartakovsky, Alexander G.; Li, X. Rong; Yaralov, George
14
2003
Multihypothesis sequential probability ratio tests. II: Accurate asymptotic expansions for the expected sample size. Zbl 1059.62581
Dragalin, Vladimir P.; Tartakovsky, Alexander G.; Veeravalli, Venugopal V.
11
2000
Multihypothesis sequential probability ratio tests. I: Asymptotic optimality. Zbl 1131.62313
Dragalin, Vladimir P.; Tartakovsky, Alexander G.; Veeravalli, Venugopal V.
34
1999
Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case. Zbl 0943.62080
Tartakovsky, Alexander G.
10
1998
Asymptotically optimal sequential tests for nonhomogeneous processes. Zbl 0899.62100
Tartakovsky, Alexander
7
1998
Minimax invariant regret solution to the \(N\)-sample slippage problem. Zbl 0903.62006
Tartakovsky, A. G.
1
1997
Asymptotic properties of CUSUM and Shiryaev’s procedures for detecting a change in a nonhomogeneous Gaussian process. Zbl 0852.62070
Tartakovsky, A.
5
1995
Asymptotically minimax multialternative sequential rule for disorder detection. Zbl 0839.62073
Tartakovskij, A. G.
1
1993
Efficiency of the generalized Neyman-Pearson test for detecting changes in a multichannel system. Zbl 0801.62068
Tartakovskij, A. G.
1
1992
Approximation in sequential rules for discrimination of complex hypotheses and their precision in the problem of signal detection from postdetector data. Zbl 0788.62074
Tartakovskij, A. G.; Ivanova, I. A.
1
1992
Asymptotically optimal sequential testing of multiple hypotheses for nonhomogeneous Gaussian processes in asymmetric case. Zbl 0776.62062
Verdenskaya, N. V.; Tartakovskij, A. G.
1
1991
Sequential testing of many simple hypotheses with independent observations. Zbl 0677.62075
Tartakovskij, A. G.
1
1988
all top 5

Cited by 262 Authors

22 Tartakovsky, Alexander G.
9 Polunchenko, Aleksey S.
6 Veeravalli, Venugopal V.
5 Baron, Michael I.
5 Dayanik, Savas
5 Moustakides, George V.
5 Nikiforov, Igor V.
5 Sezer, Semih Onur
4 Bogacz, Rafal
4 Brodsky, Boris
4 Lévy-Leduc, Céline
4 Mei, Yajun
3 Bartroff, Jay
3 Bayraktar, Erhan
3 Darkhovsky, Boris S.
3 Fauß, Michael
3 Li, Yan
3 Pergamenshchikov, Sergeĭ Markovich
3 Poor, Harold Vincent
3 Sokolov, Grigory
3 Wu, Yanhong
3 Xie, Yao
3 Zoubir, Abdelhak M.
2 Banerjee, Taposh
2 Baras, John S.
2 Blažek, Rudolf B.
2 Brault, Vincent
2 Brown, Marlo
2 De, Shyamal Krishna
2 Du, Wenyu
2 Fillatre, Lionel
2 Gurney, Kevin N.
2 Hadjiliadis, Olympia
2 Hilgert, Nadine
2 Kim, Hongjoong
2 Lai, Tze Leung
2 Lazariv, Taras
2 Ludkovski, Michael
2 McMillen, Tyler
2 Mukhopadhyay, Nitis
2 Pu, Xiaolong
2 Rozovskii, Boris L.
2 Schmid, Wolfgang
2 Siegmund, David O.
2 Song, Jinlin
2 Steland, Ansgar
2 Szajowski, Krzysztof J.
2 Verdier, Ghislain
2 Vila, Jean-Pierre
2 Yamazaki, Kazutoshi
1 Abgrall, Dominique
1 Adams, Niall M.
1 Ahmadi Javid, Amir
1 Amiri, Amirhossein
1 Andrade, Sandro C.
1 Aranishi, Futoshi
1 Athey, Alex
1 Bakhtiyarov, Sayavur I.
1 Banerjee, Swarnali
1 Barenholz-Goultschin, Orit
1 Baron, Matthew
1 Başar, Tamer
1 Behseta, Sam
1 Bian, Jiangze
1 Bifet, Albert
1 Bolton, Alexander D.
1 Bouchachia, Abdelhamid
1 Bouzebda, Salim
1 Braca, Paolo
1 Burch, Timothy R.
1 Cao, Yang
1 Cappé, Olivier
1 Chan, Hock Peng
1 Chan, Ngai Hang
1 Chang, Yuan-chin Ivan
1 Chen, Xi
1 Chen, Yuhui
1 Chen, Yunxiao
1 Choudhary, Pankaj K.
1 Christensen, Søren Gram
1 Conover, William Jay
1 Cordero-Franco, Álvaro Eduardo
1 Dai, Hanjun
1 de Lima, Max Sousa
1 de Silva, Basil M.
1 Delattre, Maud
1 Douglas, Rodney J.
1 Duczmal, Luiz Henrique
1 Ebadi, Mohsen
1 Egami, Masahiko
1 Epprecht, Eugenio K.
1 Fellouris, Georgios
1 Feng, Long
1 Ferfache, Anouar Abdeldjaoued
1 Ford, Jason J.
1 Fotuhi, Hatef
1 Fryzlewicz, Piotr
1 Galstyan, Aram
1 Gama, João
1 Gardonyi, Gabor
...and 162 more Authors
all top 5

Cited in 58 Serials

61 Sequential Analysis
8 The Annals of Statistics
7 Journal of Statistical Planning and Inference
6 Neural Computation
6 Statistical Methodology
5 Methodology and Computing in Applied Probability
4 Mathematical Problems in Engineering
3 Theory of Probability and its Applications
3 Annals of Operations Research
3 The Annals of Applied Probability
3 Statistics and Computing
2 Scandinavian Journal of Statistics
2 Journal of the American Statistical Association
2 Journal of Applied Probability
2 Journal of Multivariate Analysis
2 Communications in Statistics. Simulation and Computation
2 Journal of Statistical Computation and Simulation
2 Pattern Recognition
2 Computational Statistics and Data Analysis
2 Statistica Sinica
2 Stochastics
2 Journal of Statistical Theory and Practice
2 The Annals of Applied Statistics
1 ACM Computing Surveys
1 Bulletin of the Australian Mathematical Society
1 Computers & Mathematics with Applications
1 Journal of Mathematical Analysis and Applications
1 Psychometrika
1 Applied Mathematics and Computation
1 Automatica
1 Biometrical Journal
1 Journal of Mathematical Psychology
1 Mathematics of Operations Research
1 SIAM Journal on Control and Optimization
1 Systems & Control Letters
1 Statistics & Probability Letters
1 MCSS. Mathematics of Control, Signals, and Systems
1 Neural Networks
1 Signal Processing
1 Computational Statistics
1 Applied Mathematical Modelling
1 Communications in Statistics. Theory and Methods
1 SIAM Review
1 Stochastic Processes and their Applications
1 Mathematical Methods of Statistics
1 European Journal of Control
1 Journal of VLSI Signal Processing Systems for Signal, Image, and Video Technology
1 Journal of Applied Statistics
1 Statistical Inference for Stochastic Processes
1 Journal of Machine Learning Research (JMLR)
1 Proceedings of the Steklov Institute of Mathematics
1 AStA. Advances in Statistical Analysis
1 Electronic Journal of Statistics
1 Mathematical Modelling of Natural Phenomena
1 European Actuarial Journal
1 Random Matrices: Theory and Applications
1 The Journal of Mathematical Neuroscience
1 Philosophical Transactions of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences

Citations by Year