Multivariate Time Series Change-Point Detection with a Novel Pearson-like Scaled Bregman Divergence
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- Hajra Siddiqa & Sajid Ali & Ismail Shah, 2021. "Most recent changepoint detection in censored panel data," Computational Statistics, Springer, vol. 36(1), pages 515-540, March.
- Tengyao Wang & Richard J. Samworth, 2018. "High dimensional change point estimation via sparse projection," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 80(1), pages 57-83, January.
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Keywords
change-point detection; time-series data analysis; density ratio estimation; scaled Bregman divergence; random sampling;All these keywords.
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