High-Dimensional, Multiscale Online Changepoint Detection
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Publication:5869188
DOI10.1111/rssb.12447MaRDI QIDQ5869188
Richard J. Samworth, Tengyao Wang, Yudong Chen
Publication date: 27 September 2022
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.03668
sequential method; online algorithm; average run length; detection delay; high-dimensional changepoint detection
62-XX: Statistics
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