Sequential change-point detection in high-dimensional Gaussian graphical models.
Hossein KeshavarzGeorge MichailidisYves F. AtchadéPublished in: J. Mach. Learn. Res. (2020)
Keyphrases
- change point detection
- gaussian graphical models
- sequential data
- high dimensional
- change point
- graphical models
- singular spectrum analysis
- non stationary
- normalized maximum likelihood
- outlier detection
- high dimensional time series
- linear models
- dimensionality reduction
- belief propagation
- hidden markov models
- low dimensional
- variable selection
- sequential patterns
- high dimensionality
- sequence data
- feature space
- fixed length
- pattern mining
- pattern discovery
- nearest neighbor
- sequential pattern mining
- bayesian networks
- high dimensional data
- dimension reduction
- data sets
- multi dimensional
- data points
- image processing