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The optimal detection procedure for detecting changes in independent and identically distributed (i.i.d.) sequences in a Bayesian setting was derived by Shiryaev in the nineteen sixties. However, theâ€¦ (More)

- Vladimir P. Dragalin, Alexander G. Tartakovsky, Venugopal V. Veeravalli
- IEEE Trans. Information Theory
- 1999

The problem of sequential testing of multiple hypotheses is considered, and two candidate sequential test procedures are studied. Both tests are multihypothesis versions of the binary sequentialâ€¦ (More)

In the standard formulation of the quickest change-point detection problem, a sequence of observations, whose distribution changes at some unknown point in time, is available to a decision maker, andâ€¦ (More)

In the conventional formulation of the changepoint detection problem, there is a sequence of observations whose distribution changes at some unknown point in time, and the goal is to detect thisâ€¦ (More)

In 1961, for detecting a change in the drift of a Brownian motion, Shiryaev introduced what is now usually referred to as the Shiryaev-Roberts procedure. This procedure has a number of optimality andâ€¦ (More)

In the early 1960s, Shiryaev obtained the structure of Bayesian stopping rules for detecting abrupt changes in independent and identically distributed sequences as well as in a constant drift of theâ€¦ (More)

- Alexander G. Tartakovsky, Boris Rozovskii, Rudolf B. Blazek, Hongjoong Kim
- IEEE Transactions on Signal Processing
- 2006

Large-scale computer network attacks in their final stages can readily be identified by observing very abrupt changes in the network traffic. In the early stage of an attack, however, these changesâ€¦ (More)

- Vladimir P. Dragalin, Alexander G. Tartakovsky, Venugopal V. Veeravalli
- IEEE Trans. Information Theory
- 2000

In a companion paper [13], we proved that two specific constructions of multihypothesis sequential tests, which we refer to as Multihypothesis Sequential Probability Ratio Tests (MSPRTâ€™s), areâ€¦ (More)

It is known that certain combinations of one-sided sequential probability ratio tests are asymptotically optimal (relative to the expected sample size) for problems involving a nite number ofâ€¦ (More)

In computer networks, large scale attacks in their final stages can readily be identified by observing very abrupt changes in the network traffic, but in the early stage of an attack, these changesâ€¦ (More)