Wenyu Du

Efficient performance evaluation of the generalized Shiryaev-Roberts detection procedure in a multi-cyclic setup

Wenyu Du, Grigory Sokolov, Aleksey S. Polunchenko, 2013, 1312.5002.

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.

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.

Accurate and efficient numerical performance evaluation of the generalized Shiryaev-Roberts procedure for quickest change-point detection

Wenyu Du, Wenyu Du, 2015 .

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

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

On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution

Wenyu Du, Grigory Sokolov, Aleksey S. Polunchenko, 2017, Commun. Stat. Simul. Comput..

A Hessian-Free Gradient Flow (HFGF) method for the optimisation of deep learning neural networks

Vassilios S. Vassiliadis, Ye Yuan, Wenyu Du, 2020, Comput. Chem. Eng..