Edit Profile (opens in new tab) Polunchenko, Aleksey S. Co-Author Distance Author ID: polunchenko.aleksey-s Published as: Polunchenko, Aleksey S.; Polunchenko, A. S. External Links: MGP · ORCID Documents Indexed: 24 Publications since 2009, including 2 Additional arXiv Preprints Co-Authors: 11 Co-Authors with 19 Joint Publications 231 Co-Co-Authors all top 5 Co-Authors 5 single-authored 6 Tartakovsky, Alexander G. 5 Sokolov, Grigory 4 Du, Wenyu 4 Pepelyshev, Andrey 2 Li, Kexuan 2 Moustakides, George V. 1 Banerjee, Soumik 1 Mukhopadhyay, Nitis 1 Pollak, Moshe 1 Raghavan, Vasanthan 1 San Martín, Jaime all top 5 Serials 6 Sequential Analysis 3 Theory of Probability and its Applications 2 Communications in Statistics. Simulation and Computation 2 Methodology and Computing in Applied Probability 2 Applied Stochastic Models in Business and Industry 1 The Annals of Statistics 1 Journal of Computational and Applied Mathematics 1 Communications in Statistics. Theory and Methods 1 Statistical Papers 1 Statistica Sinica 1 Statistics and Its Interface all top 5 Fields 21 Statistics (62-XX) 13 Probability theory and stochastic processes (60-XX) 4 Numerical analysis (65-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Difference and functional equations (39-XX) 1 Integral equations (45-XX) 1 Computer science (68-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 18 Publications have been cited 156 times in 68 Documents Cited by ▼ Year ▼ On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution. Zbl 1204.62141 Polunchenko, Aleksey S.; Tartakovsky, Alexander G. 36 2010 State-of-the-art in sequential change-point detection. Zbl 06124706 Polunchenko, Aleksey S.; Tartakovsky, Alexander G. 19 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. 18 2011 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. 17 2009 Third-order asymptotic optimality of the generalized Shiryaev-Roberts changepoint detection procedures. Zbl 1417.62232 Tartakovsky, A. G.; Pollak, M.; Polunchenko, A. S. 16 2012 On the quasi-stationary distribution of the Shiryaev-Roberts diffusion. Zbl 1362.62158 Polunchenko, Aleksey S. 9 2017 An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach. Zbl 1373.62423 Polunchenko, Aleksey S.; Sokolov, Grigory 7 2016 Exact distribution of the generalized Shiryaev-Roberts stopping time under the minimax Brownian motion setup. Zbl 1338.62183 Polunchenko, Aleksey S. 5 2016 An accurate method for determining the pre-change run length distribution of the generalized Shiryaev-Roberts detection procedure. Zbl 1319.62175 Polunchenko, Aleksey S.; Sokolov, Grigory; Du, Wenyu 5 2014 Nearly optimal change-point detection with an application to cybersecurity. Zbl 1274.62515 Polunchenko, Aleksey S.; Tartakovsky, Alexander G.; Mukhopadhyay, Nitis 4 2012 Asymptotic near-minimaxity of the randomized Shiryaev-Roberts-Pollak change-point detection procedure in continuous time. Zbl 1396.62184 Polunchenko, A. S. 4 2018 Asymptotic exponentiality of the first exit time of the Shiryaev-Roberts diffusion with constant positive drift. Zbl 1489.62257 Polunchenko, Aleksey S. 3 2017 A note on the quasi-stationary distribution of the Shiryaev martingale on the positive half-line. Zbl 1442.60078 Polunchenko, A. S.; Martínez, S.; Martín, J. San 3 2019 Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval. Zbl 1408.60070 Polunchenko, Aleksey S.; Pepelyshev, Andrey 3 2018 Real-time financial surveillance via quickest change-point detection methods. Zbl 1388.62236 Pepelyshev, Andrey; Polunchenko, Aleksey S. 2 2017 On robustness of the Shiryaev-Roberts change-point detection procedure under parameter misspecification in the post-change distribution. Zbl 1364.62214 Du, Wenyu; Polunchenko, Aleksey S.; Sokolov, Grigory 2 2017 Comparative performance analysis of the cumulative sum chart and the Shiryaev-Roberts procedure for detecting changes in autocorrelated data. Zbl 1414.62513 Polunchenko, Aleksey S.; Raghavan, Vasanthan 2 2018 On the evaluation of an integral involving the Whittaker \(W\) function. Zbl 1448.33010 Polunchenko, Aleksey S.; Pepelyshev, Andrey 1 2021 On the evaluation of an integral involving the Whittaker \(W\) function. Zbl 1448.33010 Polunchenko, Aleksey S.; Pepelyshev, Andrey 1 2021 A note on the quasi-stationary distribution of the Shiryaev martingale on the positive half-line. Zbl 1442.60078 Polunchenko, A. S.; Martínez, S.; Martín, J. San 3 2019 Asymptotic near-minimaxity of the randomized Shiryaev-Roberts-Pollak change-point detection procedure in continuous time. Zbl 1396.62184 Polunchenko, A. S. 4 2018 Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval. Zbl 1408.60070 Polunchenko, Aleksey S.; Pepelyshev, Andrey 3 2018 Comparative performance analysis of the cumulative sum chart and the Shiryaev-Roberts procedure for detecting changes in autocorrelated data. Zbl 1414.62513 Polunchenko, Aleksey S.; Raghavan, Vasanthan 2 2018 On the quasi-stationary distribution of the Shiryaev-Roberts diffusion. Zbl 1362.62158 Polunchenko, Aleksey S. 9 2017 Asymptotic exponentiality of the first exit time of the Shiryaev-Roberts diffusion with constant positive drift. Zbl 1489.62257 Polunchenko, Aleksey S. 3 2017 Real-time financial surveillance via quickest change-point detection methods. Zbl 1388.62236 Pepelyshev, Andrey; Polunchenko, Aleksey S. 2 2017 On robustness of the Shiryaev-Roberts change-point detection procedure under parameter misspecification in the post-change distribution. Zbl 1364.62214 Du, Wenyu; Polunchenko, Aleksey S.; Sokolov, Grigory 2 2017 An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach. Zbl 1373.62423 Polunchenko, Aleksey S.; Sokolov, Grigory 7 2016 Exact distribution of the generalized Shiryaev-Roberts stopping time under the minimax Brownian motion setup. Zbl 1338.62183 Polunchenko, Aleksey S. 5 2016 An accurate method for determining the pre-change run length distribution of the generalized Shiryaev-Roberts detection procedure. Zbl 1319.62175 Polunchenko, Aleksey S.; Sokolov, Grigory; Du, Wenyu 5 2014 State-of-the-art in sequential change-point detection. Zbl 06124706 Polunchenko, Aleksey S.; Tartakovsky, Alexander G. 19 2012 Third-order asymptotic optimality of the generalized Shiryaev-Roberts changepoint detection procedures. Zbl 1417.62232 Tartakovsky, A. G.; Pollak, M.; Polunchenko, A. S. 16 2012 Nearly optimal change-point detection with an application to cybersecurity. Zbl 1274.62515 Polunchenko, Aleksey S.; Tartakovsky, Alexander G.; Mukhopadhyay, Nitis 4 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. 18 2011 On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution. Zbl 1204.62141 Polunchenko, Aleksey S.; Tartakovsky, Alexander G. 36 2010 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. 17 2009 all cited Publications top 5 cited Publications all top 5 Cited by 112 Authors 14 Polunchenko, Aleksey S. 10 Tartakovsky, Alexander G. 4 Han, Dong 4 Sokolov, Grigory 3 Pepelyshev, Andrey 3 Zhigljavsky, Anatoly A. 2 Du, Wenyu 2 Knoth, Sven 2 Lazariv, Taras 2 Li, Kexuan 2 Moustakides, George V. 2 Noonan, Jack 2 Pergamenchtchikov, Serguei M. 2 Schmid, Wolfgang 2 Steland, Ansgar 2 Tsung, Fugee 2 Wu, Yanhong 2 Xian, Jinguo 2 Yan, Hao 1 Abgrall, Dominique 1 Andrade, Sandro C. 1 Athey, Alex 1 Austin, Edward 1 Banerjee, Swarnali 1 Barenholz-Goultschin, Orit 1 Bian, Jiangze 1 Boubaker, Sabri 1 Brown, Marlo 1 Brugnano, Luigi 1 Burch, Timothy R. 1 Chan, Ngai Hang 1 Conover, William Jay 1 Cordero-Franco, Álvaro Eduardo 1 Dayanik, Savas 1 Eckley, Idris A. 1 Fearnhead, Paul 1 Ford, Jason J. 1 Fromont, Magalie 1 Gao, Lei 1 Grela, Fabrice 1 Griffin, Jim E. 1 Guan, Yongtao 1 Guo, Yi 1 Habart, Marine 1 Hadjiliadis, Olympia 1 Heidari, Hossein 1 Hilgert, Nadine 1 Holte, Sarah E. 1 Horváth, Lajos 1 Hu, Jiuyun 1 Huang, Hui 1 Ivanovs, Jevgeņijs 1 James, Jasmin 1 Karamati, Mahdi Rezaei 1 Kokoszka, Piotr S. 1 Krawiec, Michał 1 Le Guével, Ronan 1 Li, Zhonghua 1 Liptser, Robert 1 Liu, Zhenya 1 Ludkovski, Michael 1 Madrid-Padilla, Oscar-Hernan 1 Mei, Yajun 1 Mititelu, Gabriel 1 Molloy, Timothy L. 1 Motavalli, Hossein 1 Mukhopadhyay, Nitis 1 Ng, Wai Leong 1 Palmowski, Zbigniew 1 Perusquía, José A. 1 Peskir, Goran 1 Płociniczak, Łukasz 1 Pollak, Moshe 1 Rafajłowicz, Ewaryst 1 Raghavan, Vasanthan 1 Rainer, Catherine 1 Reinhart, Alex 1 Rodosthenous, Neofytos 1 Romano, Gaetano 1 San Martín, Jaime 1 Scott, James G. 1 Sergeev, Yaroslav Dmitrievich 1 Sezer, Semih Onur 1 Shao, Xiaofeng 1 Shauly-Aharonov, Michal 1 Sow, Aliou 1 Spivak, Valentin S. 1 Tercero-Gómez, Vìctor Gustavo 1 Verdier, Ghislain 1 Vila, Jean-Pierre 1 Villa, Cristiano 1 Villanueva-Guerra, Elena Cristina 1 Vovk, Vladimir G. 1 Wang, Ming 1 Wang, Runmin 1 Wang, Shixuan 1 Wang, Zhaojun 1 Weidauer, Sabine 1 Wu, Teng 1 Xu, Ganggang ...and 12 more Authors all top 5 Cited in 37 Serials 15 Sequential Analysis 5 Methodology and Computing in Applied Probability 4 Communications in Statistics. Simulation and Computation 3 Statistica Sinica 2 Theory of Probability and its Applications 2 The Annals of Statistics 2 Journal of Computational and Applied Mathematics 2 Journal of Statistical Planning and Inference 2 Communications in Statistics. Theory and Methods 2 Journal of Applied Statistics 2 Statistical Methodology 1 Bulletin of the Australian Mathematical Society 1 Physica A 1 Applied Mathematics and Computation 1 Automatica 1 International Statistical Review 1 Journal of the American Statistical Association 1 Journal of Applied Probability 1 Journal of Multivariate Analysis 1 Statistics 1 Statistical Science 1 Annals of Operations Research 1 The Annals of Applied Probability 1 Journal of Statistical Computation and Simulation 1 Stochastic Processes and their Applications 1 Computational Statistics and Data Analysis 1 Mathematical Methods of Statistics 1 Statistical Papers 1 Extremes 1 Statistical Inference for Stochastic Processes 1 Applied Stochastic Models in Business and Industry 1 Journal of Machine Learning Research (JMLR) 1 AStA. Advances in Statistical Analysis 1 Electronic Journal of Statistics 1 European Actuarial Journal 1 Journal of Mathematics 1 Philosophical Transactions of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences all top 5 Cited in 14 Fields 60 Statistics (62-XX) 32 Probability theory and stochastic processes (60-XX) 8 Numerical analysis (65-XX) 2 Computer science (68-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Integral equations (45-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year