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On Rank Energy Statistics via Optimal Transport: Continuity, Convergence, and Change Point Detection.
Matthew Werenski
Shoaib Bin Masud
James M. Murphy
Shuchin Aeron
Published in:
IEEE Trans. Inf. Theory (2024)
Keyphrases
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change point detection
change point
non stationary
data sets
neural network
similarity measure
singular spectrum analysis