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]
@article{RomanoEFR23,
title = {Fast Online Changepoint Detection via Functional Pruning CUSUM Statistics},
author = {Gaetano Romano and Idris A. Eckley and Paul Fearnhead and Guillem Rigaill},
year = {2023},
url = {http://jmlr.org/papers/v24/21-1230.html},
researchr = {https://researchr.org/publication/RomanoEFR23},
cites = {0},
citedby = {0},
journal = {Journal of Machine Learning Research},
volume = {24},
}