Dynamic Model Selection With its Applications to Novelty Detection

DOI10.1109/TIT.2007.896890MaRDI QIDQ3548858zbMATHFDO

Authors Kenji Yamanishi, Yuko Maruyama

Publication date 21 December 2008

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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• Latent variable mining with its applications to anomalous behavior detection
• Signal-detection with \(d' \equiv 0\): a dynamic model for binary prediction
• Sequential network change detection with its applications to ad impact relation analysis

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