ROM
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.