| University of Southern California | Office: DRB 308 |
| Department of Mathematics | Tel: +1 (213) 740-2395 |
| 3620 S. Vermont Avenue, KAP 108 | e-Mail: |
| Los Angeles, CA 90089-2532 | On the Web: http://scf.usc.edu/~polunche |
| United States of America |
| 8/2004 — 6/2009 | Doctor of Philosophy | Applied Mathematics |
| Institution: | University of Southern California, Department of Mathematics, Los Angeles, CA |
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| Emphasis: | Mathematical Statistics, Sequential Quickest Change-Point Detection | |
| Thesis: | Topics in Sequential Quickest Change-Point Detection | |
| Advisers: | Remigijus Mikulevicius and Alexander G. Tartakovsky | |
| 8/2008 — 5/2009 | Master of Science | Mathematical Finance |
| Institution: | University of Southern California, Department of Mathematics, Los Angeles, CA |
|
| Emphasis: | Stochastic Modeling | |
| 8/2002 — 6/2004 | Master of Science | Applied Mathematics & Physics |
| Institution: | Moscow Institute of Physics and Technology, Department of Electrical Engineering & Cybernetics, Moscow, Russia |
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| Emphasis: | Time Series Analysis; Image Processing & Visual Tracking | |
| Adviser: | ||
| 8/1998 — 6/2002 | Bachelor of Science | Applied Mathematics & Physics |
| Institution: | Moscow Institute of Physics and Technology, Department of Electrical Engineering & Cybernetics, Moscow, Russia |
| 9/2008 — Present | Research Assistant | University of Southern California, Department of Mathematics, Center for Applied Mathematical Sciences |
| Grant Title: | Optimal Changepoint Detection and Identification Algorithms with Applications | |
| Sponsoring Agency: | National Science Foundation | |
| Principal Investigator (at USC): | Prof. Alexander G. Tartakovsky | |
| Duties: | Analysis and development of numerical methods for performance evaluation of various quickest change-point detection procedures such as Page's CUSUM, Shiryeav-Roberts and modifications thereof. | |
| Tools & Technologies used: | MATLAB | |
| 10/2005 — 9/2008 | Research Assistant | University of Southern California, Department of Mathematics, Center for Applied Mathematical Sciences |
| Grant Title: | Bayesian Sensor Networks and Optimal Fusion Techniques in Multi-Sensor Distributed Systems with Applications to Counter Terrorism and Information Assurance | |
| Sponsoring Agency: | Office of Naval Research | |
| Principal Investigator (at USC): | Prof. Alexander G. Tartakovsky | |
| Duties: | Development and performance evaluation of optimal and quasi-optimal change-point detection procedures in distributed sensor networks and applications to rapid intrusion detection in computer networks. | |
| Tools & Technologies used: | MATLAB | |
| 6/2005 — Present | Research Assistant | University of Southern California, Department of Mathematics, Center for Applied Mathematical Sciences |
| Grant Title: | Spatio-Temporal Nonlinear Filtering with Applications to Information Assurance and Counter Terrorism | |
| Sponsoring Agency: | Army Research Office | |
| Principal Investigator: | Prof. Boris L. Rozovsky | |
| Co-Principal Investigator (at USC): | Prof. Alexander G. Tartakovsky | |
| Duties: | Development of efficient change-point detection procedures for composite hypotheses with applications to information assurance | |
| Tools & Technologies used: | MATLAB (primarily Statistical Toolbox), ScaLAPACK, Goto BLAS, Message Passing Interface (MPI) 1 & 2, Intel Compiler for UNIX, GNU Scientific Library, USC High Performance Computing Parallel Cluster (Linux) | |
| URL: | For more info click here | |
| 8/2004 — 12/2004 | Research Assistant | University of Southern California, Department of Mathematics, Center for Applied Mathematical Sciences |
| Grant Title: | Spatio-Temporal Image Restoration and Scene Stabilization Algorithm for High-Resolution Target Recognition | |
| Sponsoring Agency: | Office of Naval Research | |
| Principal Investigator: | Prof. Boris L. Rozovsky (at that time was affiliated with USC) | |
| Co-Principal Investigator: | Prof. Alexander G. Tartakovsky | |
| Duties: | Development of an Image Stabilization & Enhancement System incorporating adaptive spatial-temporal processing and an advanced jitter estimation/compensation/stabilization algorithm | |
| Tools & Technologies used: | Microsoft Visual Studio, Intel Integrated Performance Primitives, Intel Open Computer Vision Library, Microsoft DirecX (DirectShow), Codejock XTreme ToolKit Pro, Assembler (x86) | |
| URL: | For more info click here |
| 1/2006 — 5/2006 | Teaching Assistant | University of Southern California, Department of Mathematics |
| Course Title: | MATH 117 — Introduction to Mathematics for Business and Economics | |
| Course Outline: | functions; graphs; polynomial and rational functions; exponential and logarithmic functions; matrices; systems of linear equations; | |
| Duties: | leading discussion sessions (6 hours a week); holding office hours (3 hours a week); grading homework assignments; preparing and grading quizzes; grading exams; review sessions; | |
| 8/2005 — 12/2005 | Teaching Assistant | University of Southern California, Department of Mathematics |
| Course Title: | MATH 126 — Calculus II | |
| Course Outline: | trigonometric functions; applications of integration; techniques of integration; indeterminate forms; infinite series; Taylor series; polar coordinates; | |
| Duties: | leading discussion sessions (6 hours a week); holding office hours (3 hours a week); grading homework assignments; preparing and grading quizzes; grading exams; review sessions; | |
| 1/2005 — 5/2005 | Teaching Assistant | University of Southern California, Department of Mathematics |
| Course Title: | MATH 125 — Calculus I | |
| Course Outline: | limits; continuity; derivatives and applications; antiderivatives; the fundamental theorem of calculus; exponential and logarithmic functions; | |
| Duties: | leading discussion sessions (6 hours a week); holding office hours (3 hours a week); grading homework assignments; preparing and grading quizzes; grading exams; review sessions; | |
| 8/2003 — 6/2004 | Assistant Lecturer | Moscow Institute of Physics and Technology, Department of Electrical Engineering & Cybernetics Moscow, Russia |
| Course Title: | Linear Circuit Design (Lab) | |
| Course Outline: | lumped circuit elements; network equations; zero-input and zero-state responses; sinusoidal steady-state analysis; impedance; resonance; network functions; power concepts; transformers; Laplace transforms; | |
| Duties: | leading discussion sessions (10 hours a week); preparing and grading lab assignments; review sessions; lab equipment maintenance; |
| 1. | A.S. Polunchenko and A.G. Tartakovsky, On Optimality of the Shiryaev-Roberts Procedure for Detecting Changes in Distributions, (submitted to the Annals of Statistics in April), 2009. [arXiv] |
| 2. | G.V. Moustakides, A.S. Polunchenko and A.G. Tartakovsky, Design and Comparison of Shiryaev-Roberts- and CUSUM-Type Change-Point Detection Procedures, Proceedings of the 2nd International Workshop in Sequential Methodologies, University of Technology of Troyes, Troyes, France, 15 — 17 June 2009 (accepted, in press). [pdf] |
| 3. | C. Papadopoulos, A.S. Polunchenko and A.G. Tartakovsky, A Hybrid Approach to Efficient Detection of Attacks in Computer Networks, (in preparation, to be submitted to Computer Networks). |
| 4. | G.V. Moustakides, A.S. Polunchenko and A.G. Tartakovsky, Numerical Comparison of CUSUM and Shiryaev-Roberts Procedures for Detecting Changes in Distributions, Communications in Statistics: Theory and Methods, 2009 (accepted, in press). [pdf] |
| 5. | G.V. Moustakides, A.S. Polunchenko and A.G. Tartakovsky, A Numerical Approach to Performance Analysis of Quickest Change-Point Detection Procedures, Statistica Sinica, 2009 (accepted, in press). [pdf] |
| 6. | A.G. Tartakovsky and A.S. Polunchenko, Quickest Changepoint Detection in Distributed Multisensor Systems under Unknown Parameters, Proceedings of the 11th International Conference on Information Fusion, Hyatt Regency Hotel, Cologne, Germany, 30 June — 3 July 2008. [pdf] |
| 7. | A.G. Tartakovsky, M. Pollak and A.S. Polunchenko, Asymptotic Exponentiality of First Exit Times for Recurrent Markov Processes and Applications to Changepoint Detection, Proceedings of the 2008 International Workshop on Applied Probability, Compiégne, France, 7 — 10 July 2008. [pdf] |
| 8. | A.G. Tartakovsky and A.S. Polunchenko, Decentralized Quickest Change Detection in Distributed Sensor Systems with Applications to Information Assurance and Counter Terrorism, Proceedings of the 13th Annual Army Conference on Applied Statistics, Rice University, Houston, TX, 17 — 19 October 2007. [pdf] |
| 11/8/2007 | Event: | First Anual MURI Review Meeting |
| Location: | Emerald Room, Radisson Hotel, 3540 S. Figueroa St., Los Angeles, CA 90007 | |
| Title: | Hybrid Anomaly-Based Intrusion Detection System (IDS) | |
| Remarks: | joint work with John Heidemann, Alexander G. Tartakovsky and Xue Cai | |
| 5/17/2007 | Event: | Special Interdisciplinary MURI Seminar |
| Location: | University of California at Los Angeles, Department of Mathematics | |
| Title: | Efficiency of Binary Multi-Chart Change-Point Detection Procedures for Information Fusion in Distributed Multi-Sensor Networks: The Case of Composite Hypothesis | |
| Remarks: | joint work with Alexander G. Tartakovsky |