BayesProject: fast computation of a projection direction for multivariate changepoint detection (Q2209729)

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BayesProject: fast computation of a projection direction for multivariate changepoint detection
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    BayesProject: fast computation of a projection direction for multivariate changepoint detection (English)
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    4 November 2020
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    multivariate data sequence
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    segmentation
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    dimension reduction
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    structural break
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    breakpoint
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    CUSUM
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