Sequential change-point detection for mutually exciting point processes over networks.

Haoyun Wang Liyan Xie Yao Xie Alex Cuozzo Simon Mak

Published in: CoRR (2021)

Keyphrases

point processes
change point detection
sequential data
change point
monte carlo
hot spots
singular spectrum analysis
non stationary
hidden markov models
outlier detection
high dimensional time series
social networks
spatial analysis
network structure
normalized maximum likelihood