A new approximation method for the log-likelihood ratio allows robust sequential change-point detection in non-Gaussian processes using moments up to order 3s.
Selective review of offline change point detection methods.Signal Processing, 167:107299, February 2020
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ME 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Generalized Stochastic Approximation of the Log-Likelihood Ratio for Robust Sequential Change-Point Detection
A new approximation method for the log-likelihood ratio allows robust sequential change-point detection in non-Gaussian processes using moments up to order 3s.