Специальность ВАК: 01.01.05 (теория вероятностей и математическая статистика)
E-mail:
Сайт: https://people.math.binghamton.edu/aleksey
Ключевые слова: Обнаружение разладки, Алгоритм кумулятивных сумм, Процедура Ширяева–Робертса.
Коды УДК: 519.244
Коды MSC: 62L10; 62L15

Основные темы научной работы:

Статистика; Задача наискорейшего обнаружения разладки

Основные публикации:

1. Moustakides G.V., Polunchenko A.S., Tartakovsky A.G., “A Numerical Approach to Performance Analysis of Quickest Change-Point Detection Procedures”, Statistica Sinica, 21:2 (2011), 571–596
2. Polunchenko A.S., Tartakovsky A.G., “State-of-the-Art in Sequential Change-Point Detection”, Methodology and Computing in Applied Probability, 14:3 (2012), 649–684
3. Polunchenko, A.S. and Tartakovsky, A.G., “On Optimality of the Shiryaev–Roberts Procedure for Detecting a Change in Distribution”, Annals of Statistics, 38:6 (2010), 3445–3457
4. Polunchenko, A.S., Sokolov, G., and Du, W., “An Accurate Method for Determining the Pre-Change Run-Length Distribution of the Generalized Shiryaev–Roberts Detection Procedure”, Sequential Analysis, 33:1 (2014), 112–134
5. Polunchenko, A.S., Tartakovsky, A.G., and Mukhopadhyay, N., “Nearly Optimal Change-Point Detection with an Application to Cybersecurity”, Sequential Analysis, 31:3 (2012), 409–435

Публикации в базе данных Math-Net.Ru

Доклады и лекции в базе данных Math-Net.Ru

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Организации:

• Department of Mathematical Sciences, Binghamton University, The State University of New York