Sequential Multivariate Change Detection with Calibrated and Memoryless False Detection Rates

Oliver Cobb, Arnaud Van Looveren, Janis Klaise. Sequential Multivariate Change Detection with Calibrated and Memoryless False Detection Rates. In Gustau Camps-Valls, Francisco J. R. Ruiz, Isabel Valera, editors, International Conference on Artificial Intelligence and Statistics, AISTATS 2022, 28-30 March 2022, Virtual Event. Volume 151 of Proceedings of Machine Learning Research, pages 226-239, PMLR, 2022. [doi]

Abstract

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