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ROC analysis for Hoeffding test under Markovian assumptions

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ROC analysis for Hoeffding test under Markovian assumptions

Related publication:

Jing Zhang and Ioannis Ch. Paschalidis, "Statistical Anomaly Detection via Composite Hypothesis Testing for Markov Models," IEEE Transactions on Signal Processing, under a major revision. arXiv:1702.08435

Author

Jing Zhang

Jing Zhang currently is a PhD student in the Division of Systems Engineering at Boston University, advised by Professor Yannis Paschalidis.

Email: jzh@bu.edu

Homepage: http://people.bu.edu/jzh/

Copyright 2017 Jing Zhang. All rights reserved. ROM is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation.

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ROC analysis for Hoeffding test under Markovian assumptions

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