Tracking the Best Expert in Non-stationary Stochastic Environments.

Chen-Yu Wei Yi-Te Hong Chi-Jen Lu

Published in: NIPS (2016)

Keyphrases

non stationary
fractional brownian motion
markov processes
adaptive algorithms
concept drift
autoregressive
particle filter
object tracking
random fields
stock price
mean shift
change point detection
empirical mode decomposition
detection algorithm
temporal evolution