An online kernel change detection algorithm

DOI10.1109/TSP.2005.851098MaRDI QIDQ5356649zbMATH OpenOpenAlexFDO

Authors Frédéric Desobry, Manuel Davy, Christian Doncarli

Publication date 20 September 2017

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

Full work available at URL https://doi.org/10.1109/tsp.2005.851098

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

Cited in

(21)

• Consistent change-point detection with kernels
• Direct Learning of Sparse Changes in Markov Networks by Density Ratio Estimation
• Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data
• BayesProject: fast computation of a projection direction for multivariate changepoint detection
• Detection of changes in non-linear dynamics for time series based on the theory of \(\mathrm{KM}_2 \mathrm O\)-Langevin equations
• One-class SVMs challenges in audio detection and classification applications
• Graph-based change-point detection
• A novel dual-criterion framework for change point detection
• Change-point detection in time-series data by relative density-ratio estimation
• A Total Variation Based Method for Multivariate Time Series Segmentation
• Sequential change‐point detection based on direct density‐ratio estimation
• Some clustering-based change-point detection methods applicable to high dimension, low sample size data
• An L₀-norm regularized method for multivariate time series segmentation
• SAKM: self-adaptive kernel machine. A kernel-based algorithm for online clustering
• Information synthesis of time-geometry QCurve for music retrieval
• Density-difference estimation
• A Note on Online Change Point Detection
• Theory and applications of financial chaos index
• Scan B-statistic for kernel change-point detection
• Robust change detection for large-scale data streams
• Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process

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