Online Change Detection in Exponential Families with Unknown Parameters

DOI10.1007/978-3-642-40020-9_70zbMATH Open1396.94026OpenAlexW59987533MaRDI QIDQ5410589

Arnaud Dessein, Arshia Cont

Publication date: 16 April 2014

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-40020-9_70

zbMATH Keywords

exponential familiessegmentationinformation geometrychange detectiongeneralized likelihood ratioonset detection

Mathematics Subject Classification ID

Information theory (general) (94A15) Statistical aspects of information-theoretic topics (62B10)

Related Items (2)

Two multivariate online change detection models ⋮ Optimal online detection of parameter changes in two linear models

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