Change-point detection for piecewise deterministic Markov processes.

Alice Cleynen Benoîte de Saporta

Published in: Autom. (2018)

Keyphrases

markov processes
change point detection
non stationary
change point
markov process
markov chain
random fields
stochastic processes
high dimensional time series
sequential data
outlier detection
normalized maximum likelihood
continuous time markov chains
similarity measure
autoregressive
fixed length