IEEE - Institute of Electrical and Electronics Engineers, Inc. - Greedy Kernel Change Point Detection

Author(s): Charles Truong ; Laurent Oudre ; Nicolas Vayatis
Sponsor(s): IEEE Signal Processing Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1
ISSN (Electronic): 1941-0476
ISSN (Paper): 1053-587X
DOI: 10.1109/TSP.2019.2953670
Regular:

We consider the problem of detecting abrupt changes in the underlying stochastic structure of multivariate signals. A novel non-parametric and model-free off-line change-point detection method... View More

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