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Sequential subspace change point detection - MaRDI portal

Sequential subspace change point detection (Q4965650)

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scientific article; zbMATH DE number 7318776
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English
Sequential subspace change point detection
scientific article; zbMATH DE number 7318776

    Statements

    title
    Sequential subspace change point detection (English)
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    author
    Liyan Xie
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    Yao Xie
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    George V. Moustakides
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    publication date
    9 March 2021
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    zbMATH Keywords
    change point detection
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    false alarm control
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    low rank
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    online algorithm
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    spiked covariance model
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    cites work
    Q3805614
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    Q2746498
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    Projection pursuit
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    Q4845376
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    Q5449216
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    Identifiers

    Mathematics Subject Classification ID
    62L10
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    62G10
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    62G32
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    62P10
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    62P12
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    62P35
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    86A15
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    zbMATH DE Number
    7318776
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    OpenAlex ID
    W3120305001
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    arXiv ID
    1811.03936
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