Likelihood Scores for Sparse Signal and Change-Point Detection.
Shouri HuJingyan HuangHao ChenHock Peng ChanPublished in: IEEE Trans. Inf. Theory (2023)
Keyphrases
- change point detection
- non stationary
- singular spectrum analysis
- change point
- compressive sensing
- sequential data
- normalized maximum likelihood
- high dimensional time series
- outlier detection
- sparse representation
- high dimensional
- frequency domain
- high frequency
- image processing
- real valued
- support vector regression