Fast Online Changepoint Detection via Functional Pruning CUSUM Statistics

Gaetano Romano, Idris A. Eckley, Paul Fearnhead, Guillem Rigaill. Fast Online Changepoint Detection via Functional Pruning CUSUM Statistics. Journal of Machine Learning Research, 24, 2023. [doi]

Authors

Gaetano Romano

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Idris A. Eckley

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Paul Fearnhead

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Guillem Rigaill

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