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Expectation Maximization method for multivariate change point detection in presence of unknown and changing covariance.

Marziyeh KeshavarzBiao Huang
Published in: Comput. Chem. Eng. (2014)
Keyphrases
  • expectation maximization
  • em algorithm
  • similarity measure
  • computational complexity
  • probabilistic model
  • model selection
  • tree structure
  • real valued
  • sequence data
  • fixed length