Search Results - "Rozovskii, B.L."

A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods by Tartakovsky, A.G., Rozovskii, B.L., Blazek, R.B., Hongjoong Kim

“…Large-scale computer network attacks in their final stages can readily be identified by observing very abrupt changes in the network traffic. In the early…”
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On generalized Malliavin calculus by Lototsky, S.V., Rozovskii, B.L., Seleši, D.

“…The Malliavin derivative, the divergence operator (Skorokhod integral), and the Ornstein–Uhlenbeck operator are extended from the traditional Gaussian setting…”
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Recursive nonlinear filter for a continuous discrete-time model: separation of parameters and observations by Lototsky, S.V., Rozovskii, B.L.

“…A new nonlinear filtering algorithm is proposed for the model where the state is a randomly perturbed nonlinear dynamical system and the measurements are made…”
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Nonlinear filtering revisited: a spectral approach. II by Lototsky, S.V., Mikulevicius, R., Rozovskii, B.L.

“…For pt. I see SIAM Journal on Control and Optimization (1997). A recursive in time Wiener chaos representation of the optimal nonlinear filter is derived for a…”
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Separation of observations and parameters in nonlinear filtering by Mikulevicius, R., Rozovskii, B.L.

“…Proposes a spectral approach to nonlinear filtering. It is based on the Wiener chaos decomposition on the probability space generated by the observations. This…”
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Fast nonlinear filter for continuous-discrete time multiple models by Lototsky, S.V., Chuanxia Rao, Rozovskii, B.L.

“…A fast algorithm is proposed for computing online the optimal nonlinear filter in the continuous-discrete time, multiple model setting. Using the finite…”
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