A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models (Q2111963)
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scientific article; zbMATH DE number 7643161
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| English | A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models |
scientific article; zbMATH DE number 7643161 |
Statements
A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models (English)
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17 January 2023
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efficient algorithm
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change point detection
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high dimensions
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mean vector
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covariance matrices
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