A log-linear nonparametric online changepoint detection algorithm based on functional pruning

DOI10.1109/TSP.2023.3343550MaRDI QIDQ6605486zbMATH OpenFDO

Authors Gaetano Romano, Idris A. Eckley, Paul Fearnhead

Publication date 16 September 2024

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TSP.2023.3343550

Mathematics Subject Classification ID

Detection theory in information and communication theory (94A13)

Cited in

(2)

• Online jump and kink detection in segmented linear regression: statistical optimality meets computational efficiency
• A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models

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