Online change points detection for linear dynamical systems with finite sample guarantees
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Cites work
- Analysis and synthesis of switched linear control systems
- Data-Efficient Minimax Quickest Change Detection With Composite Post-Change Distribution
- Efficient multiple change point detection for high‐dimensional generalized linear models
- High-Dimensional, Multiscale Online Changepoint Detection
- scientific article; zbMATH DE number 5957313 (Why is no real title available?)
- scientific article; zbMATH DE number 273341 (Why is no real title available?)
- scientific article; zbMATH DE number 5497277 (Why is no real title available?)
- Information bounds and quick detection of parameter changes in stochastic systems
- Multiple change point detection and validation in autoregressive time series data
- Multiple Change-Points Estimation in Linear Regression Models via Sparse Group Lasso
- Multiple-change-point detection for auto-regressive conditional heteroscedastic processes
- Multiscale change point inference. With discussion and authors' reply
- On a random number of disorders
- On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case
- On Deriving the Inverse of a Sum of Matrices
- On Optimum Methods in Quickest Detection Problems
- On the sample complexity of the linear quadratic regulator
- Online Change-Point Detection of Linear Regression Models
- Online routing for smart electricity network under hybrid uncertainty
- Optimal detection of a change in distribution
- Precision of sequential change point detection
- Quickest Detection
- Sequential change detection and hypothesis testing. General non-i.i.d. stochastic models and asymptotically optimal rules
- Sequential changepoint detection in neural networks with checkpoints
- Stability analysis of switched systems with stable and unstable subsystems: an average dwell time approach
- State-of-the-art in sequential change-point detection
- Stochastic disorder problems
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