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Polunchenko, Aleksey S

Statistics Math-Net.Ru
Total publications: 3
Scientific articles: 3
Presentations: 3

Number of views:
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Abstract pages:1385
Full texts:290
References:172
Polunchenko, Aleksey S
PhD (2009)
Speciality: 01.01.05 (Probability theory and mathematical statistics)
E-mail:
Website: https://people.math.binghamton.edu/aleksey
Keywords: Quickest change-point detection, Cumulative sum, Shiryaev–Roberts.
UDC: 519.244
MSC: 62L10; 62L15

Subject:

Statistics; Sequential change-point detection

   
Main publications:
  1. Moustakides G.V., Polunchenko A.S., Tartakovsky A.G., “A Numerical Approach to Performance Analysis of Quickest Change-Point Detection Procedures”, Statistica Sinica, 21:2 (2011), 571–596
  2. Polunchenko A.S., Tartakovsky A.G., “State-of-the-Art in Sequential Change-Point Detection”, Methodology and Computing in Applied Probability, 14:3 (2012), 649–684
  3. Polunchenko, A.S. and Tartakovsky, A.G., “On Optimality of the Shiryaev–Roberts Procedure for Detecting a Change in Distribution”, Annals of Statistics, 38:6 (2010), 3445–3457
  4. Polunchenko, A.S., Sokolov, G., and Du, W., “An Accurate Method for Determining the Pre-Change Run-Length Distribution of the Generalized Shiryaev–Roberts Detection Procedure”, Sequential Analysis, 33:1 (2014), 112–134
  5. Polunchenko, A.S., Tartakovsky, A.G., and Mukhopadhyay, N., “Nearly Optimal Change-Point Detection with an Application to Cybersecurity”, Sequential Analysis, 31:3 (2012), 409–435

https://www.mathnet.ru/eng/person72231
https://scholar.google.com/citations?user=M403u4cAAAAJ&hl=en
List of publications on ZentralBlatt
https://orcid.org/0000-0001-8025-4059
https://www.webofscience.com/wos/author/record/A-4534-2012
https://www.researchgate.net/profile/Aleksey_Polunchenko
https://arxiv.org/a/polunchenko_a_1

Publications in Math-Net.Ru Citations
2018
1. A. S. Polunchenko, S. Martínez, J. San Martín, “A note on the quasi-stationary distribution of the Shiryaev martingale on the positive half-line”, Teor. Veroyatnost. i Primenen., 63:3 (2018),  565–583  mathnet  elib; Theory Probab. Appl., 63:3 (2019), 464–478  isi  scopus 5
2017
2. A. S. Polunchenko, “Asymptotic near-minimaxity of the randomized Shiryaev–Roberts–Pollak change-point detection procedure in continuous time”, Teor. Veroyatnost. i Primenen., 62:4 (2017),  769–786  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 62:4 (2018), 617–631  isi  scopus 10
2011
3. A. G. Tartakovskii, M. Pollak, A. S. Polunchenko, “Third-order asymptotic optimality of the generalized Shiryaev–Roberts changepoint detection procedures”, Teor. Veroyatnost. i Primenen., 56:3 (2011),  534–565  mathnet  mathscinet  elib; Theory Probab. Appl., 56:3 (2011), 457–484  isi  scopus 44

Presentations in Math-Net.Ru
1. Аппроксимация квазистационарного распределения диффузионного процесса Ширяева с приложением к задаче обнаружения разладки
A. S. Polunchenko
Principle Seminar of the Department of Probability Theory, Moscow State University
April 19, 2023 16:45
2. Exact distribution of the generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup
A. Polunchenko
Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics»
December 28, 2015 14:00   
3. ON EFFICIENT PERFORMANCE EVALUATION OF THE GENERALIZED SHIRYAEV–ROBERTS DETECTION PROCEDURE
A. S. Polunchenko
PreMoLab Seminar
December 10, 2014 17:00

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