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Sequential Techniques & Optimal Stopping (23J, 20C, 1D) |
G.V. Moustakides, X. Liu, O. Milenkovic, Optimal stopping methodology for the secretary problem with random queries, Journal of Applied Probability, vol. 61, no. 2, pp. 578-602, June 2024.
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G. Fellouris, V.V. Veeravalli, G.V. Moustakides, Quickest change detection with controlled sensing, IEEE Journal on Selected Areas in Information Theory, vol. 5, pp. 1-11, 2024.
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L. Xie, G.V. Moustakides, Y. Xie, Window-limited CUSUM for sequential change detection, IEEE Transactions on Information Theory, vol. 69, no 9, pp. 1557-9654, Sep. 2023.
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Q. Xu, Y. Mei, G.V. Moustakides, Optimum multi-stream sequential change-point detection with sampling control, IEEE Transactions on Information Theory, vol. 67, no. 11, pp. 7627-7636, Nov. 2021.
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G. Rovatsos, G.V. Moustakides, V.V. Veeravalli, Quickest detection of moving anomalies in sensor networks, IEEE Journal on Selected Areas in Information Theory, vol. 2, no. 2, pp. 762-773, June 2021.
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L. Xie, Y. Xie, G.V. Moustakides, Sequential subspace changepoint detection, Sequential Analysis, vol. 39, no. 3, pp. 307-335, 2020. Also, finalist for best student paper award (4 papers out of 38) in Informs, Section: Quality, Statistics & Reliability.
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Q. Xu, Y. Mei, G.V. Moustakides, Second-order asymptotically optimal change-point detection algorithm with sampling control, Proceedings of the IEEE Symposium on Information Theory, Los Angeles, USA, June 2020.
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G. Rovatsos, G.V. Moustakides, V.V. Veeravalli, Quickest detection of a dynamic anomaly in a heterogeneous sensor networks, Proceedings of the IEEE Symposium on Information Theory, Los Angeles, USA, June 2020.
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G. Rovatsos, G.V. Moustakides, V.V. Veeravalli, Quickest detection of an anomaly in a sensor network, Proceedings of the 2019 Asilomar conference on Signals, Systems, and Computers, Nov. 2019.
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L. Xie, Y. Xie, G.V. Moustakides, Asynchronous multi-sensor changepoint detection for seismic tremors, Proceedings of the IEEE International Symposium on Information Theory, Paris, France, July 2019.
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G.V. Moustakides, Detecting changes in hidden Markov models, Proceedings of the IEEE International Symposium on Information Theory, Paris, France, July 2019.
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T. Yaacoub, Y. Mei, D. Goldsman, G.V. Moustakides, Tandem-width sequential confidence intervals for a Bernoulli proportion, Sequential Analysis, vol. 38, no. 2, pp. 163-183, July 2019.
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T. Yaacoub, G.V. Moustakides, Y. Mei, Optimal stopping for interval estimation in Bernoulli trials, IEEE Transactions on Information Theory, vol. 65, no. 5, pp. 3022-3033, May 2019.
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L. Xie, G.V. Moustakides, Y. Xie, First-order optimal sequential subspace change-point detection, Proceedings of the 6th IEEE Global Conference on Signal and Information Processing, Anaheim, California, USA, Nov. 2018.
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T. Banerjee, G.V. Moustakides, Min-max optimality of Shiryaev-Roberts procedure for quickest drift change detection of a Brownian motion, Sequential Analysis, vol. 36, no 3, pp. 355-369, Sept. 2017.
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G.V. Moustakides, T. Yaacoub, Y. Mei, Sequential estimation based on conditional costs, Proceedings of the IEEE International Symposium on Information Theory, Aachen, Germany, June 2017.
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G. Fellouris, G.V. Moustakides, V.V. Veeravalli, Multistream quickest change detection: Asymptotic optimality under a sparse signal, Proceedings of the 42nd IEEE International Conference on Acoustic, Speech and Signal Processing, ICASSP-2017, New Orleans, USA, March 2017. pdf
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G.V. Moustakides, How to capture a stopping time: The independent case, Proceedings of the 50th Asilomar Conference on Signals, Systems, and Computers, Pacific Grove, CA, USA, Nov. 2016.
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G.V. Moustakides, V.V. Veeravalli, Sequentially detecting transitory changes, Proceedings of the IEEE International Symposium on Information Theory, Barcelona, Spain, July 2016.
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W. Zhang, G.V. Moustakides, H.V. Poor, Opportunistic detection rules: Finite and asymptotic analysis, IEEE Transactions on Information Theory, vol. 62, no. 4, pp. 1-16, April 2016.
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G.V. Moustakides, Optimum Shewhart tests for Markovian data, Proceedings of the 53rd Annual Allerton Conference on Communication, Control and Computing, Sept. 2015.
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Y. Yilmaz, G.V. Moustakides, X. Wang, Sequential joint detection and estimation,
Teoriya Veroyatnostei i ee Primeneniya, vol. 59, no. 3, pp. 562-578, 2014 (Russian edition); also in SIAM Theory of Probability and its Applications, vol. 59, no. 3, pp. 452-465, 2015 (English edition).
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W. Zhang, G.V. Moustakides, H.V. Poor, Opportunistic detection rules, Proceedings of the IEEE International Symposium on Information Theory, Honolulu, Hawaii, June 2014.
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G.V. Moustakides, Multiple optimality properties of the Shewhart test,
Sequential Analysis, vol 33, pp 318-344, 2014.
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Y. Yilmaz, G.V. Moustakides, X. Wang, Optimal sequential parameter estimation, Proceedings IEEE International Symposium on Information Theory, Istanbul, Turkey, July 2013.
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G. Fellouris, G.V. Moustakides, Decentralized sequential hypothesis testing using asynchronous communication, IEEE Transactions on Information Theory, vol. 57, no. 1, pp. 534-548, Jan. 2011.
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G.V. Moustakides, A.S. Polunchenko, A.G. Tartakovsky, A numerical approach to performance analysis of quickest change-point detection procedures, Statistica Sinica, vol. 21, no. 2, pp. 571-596, April 2011.
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G.V. Moustakides, A.G. Tartakovsky, A note on "The optimal stopping time for detecting changes in discrete time Markov processes" by Han and Tsung, Sequential Analysis, vol. 29, no. 4, pp. 483-486, Oct. 2010.
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A.G. Tartakovsky, G.V. Moustakides, Discussion on "Quickest Detection Problems: Fifty Years Later" by Albert N. Shiryaev, Sequential Analysis, vol. 29, no. 4, pp. 386-393, Oct. 2010.
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(Discussion paper)
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G. Fellouris, G.V. Moustakides, Y. Mei, Epidemic detection using CUSUM, Proceedings 5th International Workshop on Applied Probability, IWAP'2010, Madrid, Spain, July 2010.
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A.G. Tartakovsky, G.V. Moustakides, State-of-the-art in Bayesian changepoint detection,
Sequential Analysis, special issue on changepoint detection in honor of Prof. Shiryaev's 75th birthday, vol. 29, no. 2, pp. 125-145, April 2010. pdf
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G. Fellouris, G.V. Moustakides, Decentralized sequential hypothesis testing in discrete time, Proceedings 2nd International Workshop on Sequential Methodologies, IWSM'2009, Troyes, France, June 2009.
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G.V. Moustakides, Change-point models and performance measures for sequential change detection, Proceedings 2nd International Workshop on Sequential Methodologies, IWSM'2009, Troyes, France, June 2009.
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A.G. Tartakovsky, A.S. Polunchenko, G.V. Moustakides, Design and comparison of Shiryaev-Roberts and CUSUM-type change-point detection procedures, Proceedings 2nd International Workshop on Sequential Methodologies, IWSM'2009, Troyes, France, June 2009.
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G.V. Moustakides, A.S. Polunchenko, A.G. Tartakovsky, Numerical
comparison of CUSUM and Shiryayev-Roberts procedures,
Communications in Statistics, Theory and Methods, special issue on: Recent advances in theory and applications of Statistics, vol. 38, no. 16 & 17, pp. 3225-3239, 2009.
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G. Fellouris, G.V. Moustakides, Asymptotically optimum tests for decentralized change detection,
Proceedings 4th International Workshop on Applied Probability, IWAP'2008, Compiegne, France, July 2008.
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G. Fellouris, G.V. Moustakides, Asymptotically optimum tests for decentralized sequential testing in continuous time,
Proceedings 11th International Conference on Information Fusion, Fusion'2008, Cologne, Germany,
June-July 2008.
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G.V. Moustakides, Sequential change detection revisited,
Annals of Statistics, vol. 36, no. 2, pp. 787-807, April 2008.
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G.V. Moustakides, Decentralized CUSUM change detection,
Proceedings 9th International Conference on Information Fusion, Fusion 2006,
Florence, Italy, July 2006.
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O. Hadjiliadis, G.V. Moustakides, Optimal and
asymptotically optimal CUSUM rules for change point
detection in the Brownian motion model with multiple
alternatives, Teoriya Veroyatnostei i ee Primeneniya, vol. 50, no. 1, pp.
131-144, 2005 (Russian edition).
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Also in SIAM Theory of Probability and its
Applications, vol. 50, no. 1, pp. 75-85, Jan. 2006 (English edition).
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O. Hadjiliadis, G.V. Moustakides, Optimal and
asymptotically optimal CUSUM rules for detecting a regime change
in the Brownian Motion model with multiple
alternatives, Proceedings Joint Statistical Meeting,
JSM'2004, Section on Quality and Productivity, pp. 2116-2123, Toronto, Canada, Aug. 2004.
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G.V. Moustakides, Optimality of the CUSUM procedure in continuous time,
Annals of Statistics, vol 32, no. 1, pp. 302-315, Feb. 2004.
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G.V. Moustakides, Performance of CUSUM tests for detecting
changes in continuous time processes,
Proceedings IEEE International
Symposium on Information Theory, IEEE
ISIT'2002, pp. 186, Laussane,
Switzerland, July 2002.
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G.V. Moustakides, Extension of Wald's first lemma to Markov processes,
Journal of Applied Probability, vol. 36, no. 1, pp. 48-59, March
1999. pdf
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G.V. Moustakides, Quickest detection
of abrupt changes for a class of random processes,
IEEE Transactions on Information Theory, vol.
44, no. 5, pp. 1965-1968, Sept. 1998.
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G.V. Moustakides, Optimal stopping times for detecting changes in
distributions, Annals of Statistics, vol. 14, no. 4, pp. 1379-1387,
Dec. 1986.
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