Sequential change-point detection: Laplace concentration of scan statistics and non-asymptotic delay bounds.
Odalric-Ambrym MaillardPublished in: ALT (2019)
Keyphrases
- change point detection
- sequential data
- change point
- large deviations
- rates of convergence
- hidden markov models
- non stationary
- worst case
- singular spectrum analysis
- normalized maximum likelihood
- high dimensional time series
- asymptotically optimal
- lower bound
- upper bound
- outlier detection
- sequence data
- fixed length
- sequential patterns
- pattern mining
- real valued
- pattern discovery
- databases
- spatio temporal
- data structure
- learning algorithm
- neural network