BRPC is an online Bayesian calibration framework that decouples parameter tracking from discrepancy modeling for gradual nonstationarity and adds restart mechanisms to handle abrupt regime shifts.
Window-limited CUSUM for sequential change detection.IEEE Transactions on Information Theory, 69(9):5990–6005, 2023
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Online Bayesian Calibration under Gradual and Abrupt System Changes
BRPC is an online Bayesian calibration framework that decouples parameter tracking from discrepancy modeling for gradual nonstationarity and adds restart mechanisms to handle abrupt regime shifts.