Nearly Optimal Change-Point Detection with an Application to Cybersecurity

zbMath1274.62515arXiv1202.2849MaRDI QIDQ3165898

Aleksey S. Polunchenko, Nitis Mukhopadhyay, Alexander G. Tartakovsky

Publication date: 19 October 2012

Full work available at URL: https://arxiv.org/abs/1202.2849

zbMATH Keywords

sequential analysisanomaly detectionintrusion detectioncybersecurityShiryaev-Roberts procedureCUSUM proceduresequential change-point detectionShiryaev-Roberts-\(r\) procedureShiryaev-Roberts-Pollak procedure

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (4)

Detecting changes in real-time data: a user’s guide to optimal detection ⋮ Bayesian Models Applied to Cyber Security Anomaly Detection Problems ⋮ Sequential negative binomial problems and statistical ecology: a selected review with new directions ⋮ On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution

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