Prof. Alex Gammerman has been awarded a prestigious Amazon Research award for a project entitled "Conformal Martingales for Change-Point Detection".
Prof. Alex Gammerman has received an Amazon Research Award.
The project was chosen from a competitive field as part of the Amazon Research awards program. The award is worth $90,000 in total, consisting of $70,000 USD in direct funding and an additional $20,000 USD in AWS Promotional Credits.
The project plans to research and apply a novel approach to Change-Point Detection (CPD) - accurate and rapid detection of a change in the distribution of observed values. Conformal Martingales will overcome crucial limitations of classical methods - in particular by not requiring any prior knowledge of the distribution of the observations before and after the change.
The Change-Point Detection problem is widely applicable and can be found in many fields like detection of the onset of an epidemic, automatic video surveillance based on motion features, intrusion detection in computer networks, anomaly detection in data transmission networks, anomaly detection for malicious activity, fault detection in vehicle control systems, drinking water monitoring and many others.
The research will be carried out by Alex Gammerman, Volodya Vovk, Paolo Toccaceli and Ilia Nouretdinov.