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## Tartakovsky, Alexander G.

Compute Distance To:
 Author ID: 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
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#### Co-Authors

 33 single-authored 6 Polunchenko, Aleksey S. 5 Moustakides, George V. 5 Veeravalli, Venugopal V. 4 Pollak, Moshe 3 Blažek, Rudolf B. 3 Fellouris, Georgios 3 Kim, Hongjoong 3 Rozovskii, Boris L. 2 Dragalin, Vladimir P. 2 Ivanova, Iordanka A. 2 Jeske, Daniel R. 2 Pergamenshchikov, Sergeĭ Markovich 2 Stevens, Nathaniel T. 2 Verdenskaya, N. V. 2 Wilson, James D. 1 Baron, Matthew 1 Fuh, Cheng-Der 1 Galstyan, Aram 1 Li, Xiaorong 1 Liptser, Robert 1 Mukhopadhyay, Nitis 1 Raghavan, Vasanthan 1 Yaralov, George
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#### Serials

 16 Sequential Analysis 10 Problems of Information Transmission 7 IEEE Transactions on Information Theory 5 Theory of Probability and its Applications 3 Problemy Peredachi Informatsii 3 Statistica Sinica 2 Engineering Cybernetics 2 Automation and Remote Control 2 Statistical Inference for Stochastic Processes 2 Methodology and Computing in Applied Probability 2 Applied Stochastic Models in Business and Industry 2 Statistical Methodology 1 Teoriya Veroyatnosteĭ i eë Primeneniya 1 The Annals of Statistics 1 Journal of Applied Probability 1 Journal of Multivariate Analysis 1 IEEE Transactions on Signal Processing 1 Communications in Statistics. Theory and Methods 1 Mathematical Methods of Statistics 1 Monographs on Statistics and Applied Probability 1 Proceedings of the Steklov Institute of Mathematics 1 The Annals of Applied Statistics
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#### Fields

 63 Statistics (62-XX) 26 Probability theory and stochastic processes (60-XX) 11 Information and communication theory, circuits (94-XX) 5 Operations research, mathematical programming (90-XX) 4 Numerical analysis (65-XX) 4 Computer science (68-XX) 3 Systems theory; control (93-XX) 2 General and overarching topics; collections (00-XX) 1 Integral equations (45-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX)

#### 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.
1999
Sequential analysis. Hypothesis testing and changepoint detection. Zbl 1341.62026
Tartakovsky, Alexander; Nikiforov, Igor; Basseville, Michèle
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
2006
On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution. Zbl 1204.62141
Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
2010
General asymptotic Bayesian theory of quickest change detection. Zbl 1131.62314
Tartakovsky, A. G.; Veeravalli, V. V.
2005
Asymptotically optimal quickest change detection in distributed sensor systems. Zbl 1247.93014
Tartakovsky, Alexander G.; Veeravalli, Venugopal V.
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.
2011
State-of-the-art in sequential change-point detection. Zbl 06124706
Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
2012
Optimality properties of the Shiryaev-Roberts procedure. Zbl 05629283
Pollak, Moshe; Tartakovsky, Alexander G.
2009
Sequential detection of targets in multichannel systems. Zbl 1063.94518
Tartakovsky, Alexander G.; Li, X. Rong; Yaralov, George
2003
Third-order asymptotic optimality of the generalized Shiryaev-Roberts changepoint detection procedures. Zbl 1417.62232
Tartakovsky, A. G.; Pollak, M.; Polunchenko, A. S.
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.
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
2006
Asymptotic optimality of change-point detection schemes in general continuous-time models. Zbl 1136.62054
Baron, M.; Tartakovsky, A. G.
2006
Change-point detection in multichannel and distributed systems. Zbl 1082.62068
Tartakovsky, Alexander G.; Veeravalli, Venugopal V.
2004
State-of-the-art in Bayesian changepoint detection. Zbl 1190.62151
Tartakovsky, Alexander G.; Moustakides, George V.
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.
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.
2009
Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case. Zbl 0943.62080
Tartakovsky, Alexander G.
1998
Discussion on “Is average run length to false alarm always an informative criterion?” by Yajun Mei. Zbl 1247.60060
Tartakovsky, Alexander G.
2008
Asymptotically optimal sequential tests for nonhomogeneous processes. Zbl 0899.62100
Tartakovsky, Alexander
1998
Multidecision quickest change-point detection: previous achievements and open problems. Zbl 1274.62540
Tartakovsky, Alexander G.
2008
Asymptotic properties of CUSUM and Shiryaev’s procedures for detecting a change in a nonhomogeneous Gaussian process. Zbl 0852.62070
Tartakovsky, A.
1995
Multichannel sequential detection. I: Non-i.i.d. Data. Zbl 1370.94322
Fellouris, Georgios; Tartakovsky, Alexander G.
2017
Asymptotic optimality in Bayesian change point detection problems under global false alarm probability constraint. Zbl 1395.62251
Tartakovsky, A. G.
2009
Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data. Zbl 06860591
Pergamenchtchikov, Serguei; Tartakovsky, Alexander G.
2018
Nearly optimal change-point detection with an application to cybersecurity. Zbl 1274.62515
Polunchenko, Aleksey S.; Tartakovsky, Alexander G.; Mukhopadhyay, Nitis
2012
Asymptotic optimality of mixture rules for detecting changes in general stochastic models. Zbl 1432.62275
Tartakovsky, Alexander G.
2019
On asymptotic optimality in sequential changepoint detection: non-iid case. Zbl 1369.94378
Tartakovsky, Alexander G.
2017
Almost optimal sequential tests of discrete composite hypotheses. Zbl 1417.62228
Fellouris, Georgios; Tartakovsky, Alexander G.
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.
2019
Asymptotic Bayesian theory of quickest change detection for hidden Markov models. Zbl 1432.62278
Fuh, Cheng-Der; Tartakovsky, Alexander G.
2019
Statistical methods for network surveillance. Zbl 1400.62344
Jeske, Daniel R.; Stevens, Nathaniel T.; Tartakovsky, Alexander G.; Wilson, James D.
2018
Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov. Zbl 1356.62119
Tartakovsky, Alexander G.
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.
2014
Hidden Markov models for the activity profile of terrorist groups. Zbl 1283.62244
Raghavan, Vasanthan; Galstyan, Aram; Tartakovsky, Alexander G.
2013
Discussion on “Change-points: from sequential detection to biology and back” by David Siegmund. Zbl 1271.62186
Tartakovsky, Alexander G.
2013
Nearly minimax one-sided mixture-based sequential tests. Zbl 1273.62189
Fellouris, Georgios; Tartakovsky, Alexander G.
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.
2010
Discussion on “Optimal sequential surveillance for finance, public health, and other areas” by Marianne Frisén. Zbl 1274.62541
Tartakovsky, Alexander G.
2009
Minimax invariant regret solution to the $$N$$-sample slippage problem. Zbl 0903.62006
Tartakovsky, A. G.
1997
Asymptotically minimax multialternative sequential rule for disorder detection. Zbl 0839.62073
Tartakovskij, A. G.
1993
Efficiency of the generalized Neyman-Pearson test for detecting changes in a multichannel system. Zbl 0801.62068
Tartakovskij, A. G.
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.
1992
Asymptotically optimal sequential testing of multiple hypotheses for nonhomogeneous Gaussian processes in asymmetric case. Zbl 0776.62062
Verdenskaya, N. V.; Tartakovskij, A. G.
1991
Sequential testing of many simple hypotheses with independent observations. Zbl 0677.62075
Tartakovskij, A. G.
1988
Asymptotic optimality of mixture rules for detecting changes in general stochastic models. Zbl 1432.62275
Tartakovsky, Alexander G.
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.
2019
Asymptotic Bayesian theory of quickest change detection for hidden Markov models. Zbl 1432.62278
Fuh, Cheng-Der; Tartakovsky, Alexander G.
2019
Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data. Zbl 06860591
Pergamenchtchikov, Serguei; Tartakovsky, Alexander G.
2018
Statistical methods for network surveillance. Zbl 1400.62344
Jeske, Daniel R.; Stevens, Nathaniel T.; Tartakovsky, Alexander G.; Wilson, James D.
2018
Multichannel sequential detection. I: Non-i.i.d. Data. Zbl 1370.94322
Fellouris, Georgios; Tartakovsky, Alexander G.
2017
On asymptotic optimality in sequential changepoint detection: non-iid case. Zbl 1369.94378
Tartakovsky, Alexander G.
2017
Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov. Zbl 1356.62119
Tartakovsky, Alexander G.
2016
Sequential analysis. Hypothesis testing and changepoint detection. Zbl 1341.62026
Tartakovsky, Alexander; Nikiforov, Igor; Basseville, Michèle
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.
2014
Almost optimal sequential tests of discrete composite hypotheses. Zbl 1417.62228
Fellouris, Georgios; Tartakovsky, Alexander G.
2013
Hidden Markov models for the activity profile of terrorist groups. Zbl 1283.62244
Raghavan, Vasanthan; Galstyan, Aram; Tartakovsky, Alexander G.
2013
Discussion on “Change-points: from sequential detection to biology and back” by David Siegmund. Zbl 1271.62186
Tartakovsky, Alexander G.
2013
State-of-the-art in sequential change-point detection. Zbl 06124706
Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
2012
Third-order asymptotic optimality of the generalized Shiryaev-Roberts changepoint detection procedures. Zbl 1417.62232
Tartakovsky, A. G.; Pollak, M.; Polunchenko, A. S.
2012
Nearly optimal change-point detection with an application to cybersecurity. Zbl 1274.62515
Polunchenko, Aleksey S.; Tartakovsky, Alexander G.; Mukhopadhyay, Nitis
2012
Nearly minimax one-sided mixture-based sequential tests. Zbl 1273.62189
Fellouris, Georgios; Tartakovsky, Alexander G.
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.
2011
On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution. Zbl 1204.62141
Polunchenko, Aleksey S.; Tartakovsky, Alexander G.
2010
State-of-the-art in Bayesian changepoint detection. Zbl 1190.62151
Tartakovsky, Alexander G.; Moustakides, George V.
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.
2010
Optimality properties of the Shiryaev-Roberts procedure. Zbl 05629283
Pollak, Moshe; Tartakovsky, Alexander G.
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.
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.
2009
Asymptotic optimality in Bayesian change point detection problems under global false alarm probability constraint. Zbl 1395.62251
Tartakovsky, A. G.
2009
Discussion on “Optimal sequential surveillance for finance, public health, and other areas” by Marianne Frisén. Zbl 1274.62541
Tartakovsky, Alexander G.
2009
Asymptotically optimal quickest change detection in distributed sensor systems. Zbl 1247.93014
Tartakovsky, Alexander G.; Veeravalli, Venugopal V.
2008
Discussion on “Is average run length to false alarm always an informative criterion?” by Yajun Mei. Zbl 1247.60060
Tartakovsky, Alexander G.
2008
Multidecision quickest change-point detection: previous achievements and open problems. Zbl 1274.62540
Tartakovsky, Alexander G.
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
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
2006
Asymptotic optimality of change-point detection schemes in general continuous-time models. Zbl 1136.62054
Baron, M.; Tartakovsky, A. G.
2006
General asymptotic Bayesian theory of quickest change detection. Zbl 1131.62314
Tartakovsky, A. G.; Veeravalli, V. V.
2005
Change-point detection in multichannel and distributed systems. Zbl 1082.62068
Tartakovsky, Alexander G.; Veeravalli, Venugopal V.
2004
Sequential detection of targets in multichannel systems. Zbl 1063.94518
Tartakovsky, Alexander G.; Li, X. Rong; Yaralov, George
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.
2000
Multihypothesis sequential probability ratio tests. I: Asymptotic optimality. Zbl 1131.62313
Dragalin, Vladimir P.; Tartakovsky, Alexander G.; Veeravalli, Venugopal V.
1999
Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case. Zbl 0943.62080
Tartakovsky, Alexander G.
1998
Asymptotically optimal sequential tests for nonhomogeneous processes. Zbl 0899.62100
Tartakovsky, Alexander
1998
Minimax invariant regret solution to the $$N$$-sample slippage problem. Zbl 0903.62006
Tartakovsky, A. G.
1997
Asymptotic properties of CUSUM and Shiryaev’s procedures for detecting a change in a nonhomogeneous Gaussian process. Zbl 0852.62070
Tartakovsky, A.
1995
Asymptotically minimax multialternative sequential rule for disorder detection. Zbl 0839.62073
Tartakovskij, A. G.
1993
Efficiency of the generalized Neyman-Pearson test for detecting changes in a multichannel system. Zbl 0801.62068
Tartakovskij, A. G.
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.
1992
Asymptotically optimal sequential testing of multiple hypotheses for nonhomogeneous Gaussian processes in asymmetric case. Zbl 0776.62062
Verdenskaya, N. V.; Tartakovskij, A. G.
1991
Sequential testing of many simple hypotheses with independent observations. Zbl 0677.62075
Tartakovskij, A. G.
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
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#### 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
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#### Cited in 14 Fields

 151 Statistics (62-XX) 60 Probability theory and stochastic processes (60-XX) 19 Numerical analysis (65-XX) 15 Computer science (68-XX) 14 Information and communication theory, circuits (94-XX) 12 Operations research, mathematical programming (90-XX) 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Biology and other natural sciences (92-XX) 9 Systems theory; control (93-XX) 2 Partial differential equations (35-XX) 1 Combinatorics (05-XX) 1 Integral equations (45-XX) 1 Fluid mechanics (76-XX) 1 Geophysics (86-XX)