Restarted Bayesian Online Change-point Detector achieves Optimal Detection Delay.

Réda Alami Odalric Maillard Raphaël Féraud

Published in: ICML (2020)

Keyphrases

change point
change point detection
detection method
detection algorithm
matched filter
object detection
optimal solution
dynamic programming
sequential data
data sets
machine learning
preprocessing
outlier detection