Grigory Sokolov
Identifiers
- name variant Grigory Sokolov 0.60 · backfill
Papers (9)
- An Analytic Expression for the Distribution of the Generalized Shiryaev-Roberts Diffusion stat.ME · 2016 · author #2
- On Robustness of the Shiryaev-Roberts Procedure for Quickest Change-Point Detection under Parameter Misspecification in the Post-Change Distribution stat.CO · 2015 · author #3
- Second-Order Asymptotic Optimality in Multisensor Sequential Change Detection stat.AP · 2014 · author #2
- An Exact Formula for the Average Run Length to False Alarm of the Generalized Shiryaev-Roberts Procedure for Change-Point Detection under Exponential Observations stat.ME · 2014 · author #2
- Efficient Performance Evaluation of the Generalized Shiryaev--Roberts Detection Procedure in a Multi-Cyclic Setup stat.CO · 2013 · author #2
- Quickest Change-Point Detection: A Bird's Eye View math.ST · 2013 · author #2
- Optimal Design and Analysis of the Exponentially Weighted Moving Average Chart for Exponential Data stat.AP · 2013 · author #2
- An Accurate Method for Determining the Pre-Change Run-Length Distribution of the Generalized Shiryaev--Roberts Detection Procedure stat.CO · 2013 · author #2
- Efficient Computer Network Anomaly Detection by Changepoint Detection Methods stat.AP · 2012 · author #3
Mentions
- 1504.04722 #3 · backfill · confidence 0.70 Grigory Sokolov
- 1410.3815 #2 · backfill · confidence 0.70 Grigory Sokolov
- 1408.6937 #2 · backfill · confidence 0.70 Grigory Sokolov
- 1312.5002 #2 · backfill · confidence 0.70 Grigory Sokolov
- 1310.3285 #2 · backfill · confidence 0.70 Grigory Sokolov
- 1307.7126 #2 · backfill · confidence 0.70 Grigory Sokolov
- 1307.3214 #2 · backfill · confidence 0.70 Grigory Sokolov
- 1212.1829 #3 · backfill · confidence 0.70 Grigory Sokolov
Frequent Coauthors
- Aleksey S. Polunchenko 8 shared papers
- Wenyu Du 5 shared papers
- Alexander G. Tartakovsky 2 shared papers
- Georgios Fellouris 1 shared papers