Sequential subspace change point detection
Work
Year: 2020
Type: article
Abstract: We consider the online monitoring of multivariate streaming data for changes that are characterized by an unknown subspace structure manifested in the covariance matrix. In particular, we consider the... more
Source: Sequential Analysis
Authors Liyan Xie, Yao Xie, George V. Moustakides
Institutions Georgia Institute of Technology, Rutgers, The State University of New Jersey, University of Patras
Cites: 50
Cited by: 22
Related to: 10
FWCI: 2.09
Citation percentile (by year/subfield): 85.4
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green