A Bayesian Decision-Theoretic Change-Point Detection for i.p.i.d. Sources.
Kairi SuzukiAkira KamatsukaToshiyasu MatsushimaPublished in: IEICE Trans. Fundam. Electron. Commun. Comput. Sci. (2020)
Keyphrases
- decision theoretic
- change point detection
- decision theory
- change point
- non stationary
- normalized maximum likelihood
- outlier detection
- sequential data
- expected utility
- high dimensional time series
- singular spectrum analysis
- planning under uncertainty
- decision models
- databases
- minimum description length
- data sources
- bayesian networks
- hidden markov models