Robust change detection for large-scale data streams

DOI10.1080/07474946.2022.2043045zbMath1493.62494arXiv1906.02265OpenAlexW3205763908MaRDI QIDQ5085241

Ruizhi Zhang, Jianjun Shi, Yajun Mei

Publication date: 27 June 2022

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.02265

zbMATH Keywords

robustnessbreakdown pointchange detectionlarge-scale data

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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