Wenyu Du

An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure

Grigory Sokolov, Aleksey S. Polunchenko, Wenyu Du, 2013, 1307.3214.

Quickest Change-Point Detection: A Bird's Eye View

Grigory Sokolov, Aleksey S. Polunchenko, Wenyu Du, 2013, 1310.3285.

An Exact Formula for the Average Run Length to False Alarm of the Generalized Shiryaev–Roberts Procedure for Change-Point Detection under Exponential Observations

Grigory Sokolov, Aleksey S. Polunchenko, Wenyu Du, 2014, 1408.6937.