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cs.LG2020★ 5 cited
Statistical Evaluation of Anomaly Detectors for Sequences
Erik Scharwächter, Emmanuel Müller
Although precision and recall are standard performance measures for anomaly detection, their statistical properties in sequential detection settings are poorly understood. In this…
cs.LG2020
Differentiable Segmentation of Sequences
Erik Scharwächter, Jonathan Lennartz, Emmanuel Müller
Segmented models are widely used to describe non-stationary sequential data with discrete change points. Their estimation usually requires solving a mixed discrete-continuous optim…