Sequential change-point detection in high-dimensional Gaussian graphical models

zbMath1499.62194arXiv1806.07870MaRDI QIDQ4969142

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Publication date: 5 October 2020

Full work available at URL: https://arxiv.org/abs/1806.07870

zbMATH Keywords

asymptotic analysisGaussian graphical modelspseudolikelihoodsequential change-point detectionmini-batch update

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Online algorithms; streaming algorithms (68W27) Probabilistic graphical models (62H22)

Related Items

Nonparametric Anomaly Detection on Time Series of Graphs ⋮ A Note on Online Change Point Detection

Cites Work

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