Online Change Points Detection for Linear Dynamical Systems with Finite Sample Guarantees.

Lei Xin George Chiu Shreyas Sundaram

Published in: CoRR (2023)

Keyphrases

finite sample
sample size
uniform convergence
statistical learning theory
dynamical systems
nearest neighbor
real valued
error bounds
computer vision
training data
bayesian networks
probabilistic model
dimensionality reduction
model selection
linear dynamical systems