BayesProject: fast computation of a projection direction for multivariate changepoint detection
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Publication:2209729
DOI10.1007/s11222-020-09966-2zbMath1452.62310OpenAlexW3046713304MaRDI QIDQ2209729
Georg Hahn, Paul Fearnhead, Idris A. Eckley
Publication date: 4 November 2020
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-020-09966-2
Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12)
Related Items (5)
An $L_0$-Norm Regularized Method for Multivariate Time Series Segmentation ⋮ A Bayesian detection of structural changes in autoregressive time series models ⋮ BayesProject ⋮ Online multivariate changepoint detection with type I error control and constant time/memory updates per series ⋮ A Total Variation Based Method for Multivariate Time Series Segmentation
Uses Software
Cites Work
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