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Minimax and pointwise sequential changepoint detection and identification for general stochastic models.

Serguei PergamenchtchikovAlexander G. TartakovskyValentin S. Spivak
Published in: J. Multivar. Anal. (2022)
Keyphrases
  • pointwise
  • stochastic models
  • weighted sum
  • stochastic model
  • special case
  • stochastic processes
  • roc curve
  • data sets
  • feature selection