Change Detection in The Covariance Structure of High-Dimensional Gaussian Low-Rank Models

Rémi Beisson, Pascal Vallet, Audrey Giremus, Guillaume Ginolhac. Change Detection in The Covariance Structure of High-Dimensional Gaussian Low-Rank Models. In IEEE Statistical Signal Processing Workshop, SSP 2021, Rio de Janeiro, Brazil, July 11-14, 2021. pages 421-425, IEEE, 2021. [doi]

Authors

Rémi Beisson

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Pascal Vallet

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Audrey Giremus

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Guillaume Ginolhac

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