Retrospective Change Point Detection: From Parametric to Distribution Free Policies.

Gregory Gurevich Albert Vexler

Published in: Commun. Stat. Simul. Comput. (2010)

Keyphrases

distribution free
change point detection
non stationary
normal distribution
outlier detection
sequential data
large deviations
normalized maximum likelihood
vc dimension
optimal policy
sample complexity
data sets
wavelet transform
multi dimensional
subband