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Sequential subspace change point detection

  • Published:2020-07-02 Issue:3 Volume:39 Page:307-335
  • ISSN:0747-4946
  • Container-title:Sequential Analysis
  • language:en
  • Short-container-title:Sequential Analysis

Author:

Xie Liyan1ORCID,Xie Yao1ORCID,Moustakides George V.23ORCID

Affiliation:

1. School of Industrial and Systems Engineering (ISyE), Georgia Institute of Technology, Atlanta, Georgia, USA;

2. Department of Computer Science (CS), Rutgers University, New Brunswick, New Jersey, USA;

3. Department of Electrical and Computer Engineering (ECE), University of Patras, Patras, Greece

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Cited by 15 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Adaptive Bernstein change detector for high-dimensional data streams;Data Mining and Knowledge Discovery;2024-01-09

2. Data-adaptive symmetric CUSUM for sequential change detection;Sequential Analysis;2024-01-02

3. Streaming Low-Rank Matrix Data Assimilation and Change Identification;2023 57th Asilomar Conference on Signals, Systems, and Computers;2023-10-29

4. Window-Limited CUSUM for Sequential Change Detection;IEEE Transactions on Information Theory;2023-09

5. Sequential change‐point detection: Computation versus statistical performance;WIREs Computational Statistics;2023-07-14
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