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Asymptotically Optimal Change Point Detection for Composite Hypothesis in State Space Models.

Cheng-Der Fuh
Published in: IEEE Trans. Inf. Theory (2021)
Keyphrases
  • asymptotically optimal
  • state space
  • asymptotic optimality
  • change point detection
  • optimal policy
  • arrival rate
  • neural network
  • data mining
  • high dimensional time series
  • lower bound
  • dynamic programming
  • change point