2.7k citations · 2.8k across the 32 of their papers we have counts for
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stat.ME2021★ 10 cited
Fast Online Changepoint Detection via Functional Pruning CUSUM statistics
Gaetano Romano, Idris Eckley, Paul Fearnhead +1
Many modern applications of online changepoint detection require the ability to process high-frequency observations, sometimes with limited available computational resources. Onlin…
stat.ME2021★ 1 cited
Collective anomaly detection in High-dimensional VAR Models
Hyeyoung Maeng, Idris Eckley, Paul Fearnhead
There is increasing interest in detecting collective anomalies: potentially short periods of time where the features of data change before reverting back to normal behaviour. We pr…