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Grigory Sokolov, Ph.D.

Affiliations: 
2014 Mathematics University of Southern California, Los Angeles, CA, United States 
Area:
Statistics, Applied Mathematics
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"Grigory Sokolov"
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Sergey Lototsky grad student 2014 USC
 (Multi-population optimal change-point detection.)

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Publications

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Tartakovsky AG, Sokolov G, Bar-Shalom Y. (2020) Nearly Optimal Adaptive Sequential Tests for Object Detection Ieee Transactions On Signal Processing. 68: 3371-3384
Du W, Polunchenko AS, Sokolov G. (2017) On Robustness Of The Shiryaev-Roberts Change-Point Detection Procedure Under Parameter Misspecification In The Post-Change Distribution Communications in Statistics - Simulation and Computation. 46: 2185-2206
Fellouris G, Sokolov G. (2016) Second-Order Asymptotic Optimality in Multisensor Sequential Change Detection Ieee Transactions On Information Theory. 62: 3662-3675
Polunchenko AS, Sokolov G. (2016) An Analytic Expression for the Distribution of the Generalized Shiryaev–Roberts Diffusion: The Fourier Spectral Expansion Approach Methodology and Computing in Applied Probability. 1-43
Du W, Sokolov G, Polunchenko AS. (2015) An exact formula for the average run length to false alarm of the generalized shiryaev–roberts procedure for change-point detection under exponential observations Springer Proceedings in Mathematics and Statistics. 122: 57-65
Polunchenko AS, Sokolov G. (2014) Toward Optimal Design of the Generalized Shiryaev - Roberts Procedure for Quickest Change-Point Detection under Exponential Observations Proceedings - 2014 International Conference On Engineering and Telecommunication, Ent 2014. 51-55
Polunchenko AS, Sokolov G, Du W. (2014) An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure Sequential Analysis. 33: 112-134
Polunchenko AS, Sokolov G, Du W. (2014) Efficient performance evaluation of the generalized Shiryaev-Roberts detection procedure in a multi-cyclic setup Applied Stochastic Models in Business and Industry. 30: 723-739
Tartakovsky AG, Polunchenko AS, Sokolov G. (2013) Efficient computer network anomaly detection by changepoint detection methods Ieee Journal On Selected Topics in Signal Processing. 7: 4-11
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