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]

@inproceedings{BeissonVGG21,
  title = {Change Detection in The Covariance Structure of High-Dimensional Gaussian Low-Rank Models},
  author = {Rémi Beisson and Pascal Vallet and Audrey Giremus and Guillaume Ginolhac},
  year = {2021},
  doi = {10.1109/SSP49050.2021.9513795},
  url = {https://doi.org/10.1109/SSP49050.2021.9513795},
  researchr = {https://researchr.org/publication/BeissonVGG21},
  cites = {0},
  citedby = {0},
  pages = {421-425},
  booktitle = {IEEE Statistical Signal Processing Workshop, SSP 2021, Rio de Janeiro, Brazil, July 11-14, 2021},
  publisher = {IEEE},
  isbn = {978-1-7281-5767-2},
}