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NEWMA: a new method for scalable model-free online change-point detection

2018

Technical Report

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Author(s): Nicolas Keriven and Damien Garreau and Iacopo Poli
Year: 2018

Department(s): Statistical Learning Theory
Bibtex Type: Technical Report (techreport)

URL: https://arxiv.org/abs/1805.08061

BibTex

@techreport{Ker_Gar_Pol:2018,
  title = { NEWMA: a new method for scalable model-free online change-point detection},
  author = {Keriven, Nicolas and Garreau, Damien and Poli, Iacopo},
  year = {2018},
  url = {https://arxiv.org/abs/1805.08061}
}