Sequential Change-Point Detection via Online Convex Optimization

Sequential change-point detection when the distribution parameters are unknown is a fundamental problem in statistics and machine learning. When the post-change parameters are unknown, we consider a set of detection procedures based on sequential likelihood ratios with non-anticipating estimators co...

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Detalles Bibliográficos
Autores principales: Cao, Yang, Xie, Liyan, Xie, Yao, Xu, Huan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2018
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512601/
https://www.ncbi.nlm.nih.gov/pubmed/33265199
http://dx.doi.org/10.3390/e20020108

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512601/
https://www.ncbi.nlm.nih.gov/pubmed/33265199
http://dx.doi.org/10.3390/e20020108

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