Research Interests
- Theoretical and Applied Statistics
- Decision Theory
- Sequential Analysis and Optimal Stopping: special emphasis on multi-hypothesis sequential tests for problems with prior uncertainty, nuisance parameters and non-i.i.d. models
- Change-Point Detection Phenomena: quickest detection of changes in stochastic processes
- Adaptive, Minimax and Robust Methods for Overcoming Prior Uncertainty: emphasis on minimax tests
- Robust Statistics: estimation, regression, tests
- Pattern Recognition
- Speech Recognition and Speaker Identification
- Target Detection and Tracking by active and passive sensors
- Statistical Image/Signal Processing
- Intrusion Detection and Prediction in large scale computer networks
- Information Fusion in multisensor and distributed systems