4 citations · 7 across the 5 of their papers we have counts for
5 papers
Adaptive Quantile Computation for Brownian Bridge in Change-Point Analysis
Jürgen Franke, Mario Hefter, André Herzwurm +2
As an example for the fast calculation of distributional parameters of Gaussian processes, we propose a new Monte Carlo algorithm for the computation of quantiles of the supremum n…
A Data-driven Change-point Estimator
Stefanie Schwaar
The q-weighted CUSUM and their corresponding estimator are well known statistics for change-point detection and estimation. They have the difficulty that the performance is highly…
A Generalised Linear Model Framework for -Variational Autoencoders based on Exponential Dispersion Families
Robert Sicks, Ralf Korn, Stefanie Schwaar
Although variational autoencoders (VAE) are successfully used to obtain meaningful low-dimensional representations for high-dimensional data, the characterization of critical point…
A lower bound for the ELBO of the Bernoulli Variational Autoencoder
Robert Sicks, Ralf Korn, Stefanie Schwaar
We consider a variational autoencoder (VAE) for binary data. Our main innovations are an interpretable lower bound for its training objective, a modified initialization and archite…
Application of Clustering Methods to Anomaly Detection in Fibrous Media
Denis Dresvyanskiy, Tatiana Karaseva, Sergei Mitrofanov +4
The paper considers the problem of anomaly detection in 3D images of fibre materials. The spatial Stochastic Expectation Maximisation algorithm and Adaptive Weights Clustering are…