Grigory Sokolov

Nearly Optimal Adaptive Sequential Tests for Object Detection

Yaakov Bar-Shalom, Alexander G. Tartakovsky, Grigory Sokolov, 2020, IEEE Transactions on Signal Processing.

Second-Order Asymptotic Optimality in Multisensor Sequential Change Detection

Georgios Fellouris, Grigory Sokolov, 2016, IEEE Transactions on Information Theory.

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..

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.

Efficient Computer Network Anomaly Detection by Changepoint Detection Methods

Alexander G. Tartakovsky, Grigory Sokolov, Aleksey S. Polunchenko, 2012, IEEE Journal of Selected Topics in Signal Processing.

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.

Optimal Design and Analysis of the Exponentially Weighted Moving Average Chart for Exponential Data

Alexander G. Tartakovsky, Grigory Sokolov, Aleksey S. Polunchenko, 2013, 1307.7126.