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Streaming changepoint detection for transition matrices - MaRDI portal

Streaming changepoint detection for transition matrices (Q2036764)

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scientific article; zbMATH DE number 7364897
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English
Streaming changepoint detection for transition matrices
scientific article; zbMATH DE number 7364897

    Statements

    Streaming changepoint detection for transition matrices (English)
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    30 June 2021
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    ADEPT-M
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    continuous monitoring
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    forgetting factor
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    Markov chain
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    moment matching
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