NEWMA: A New Method for Scalable Model-Free Online Change-Point Detection

DOI10.1109/TSP.2020.2990597MaRDI QIDQ5102890zbMATH OpenOpenAlexFDO

Authors Nicolas Keriven, Damien Garreau, Iacopo Poli

Publication date 23 September 2022

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

Full work available at URL https://arxiv.org/abs/1805.08061

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(1)

• A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models

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