A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models (Q2111963)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models |
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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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