most citedStein Variational Online Changepoint Detection with Applications to Hawkes Processes and Neural Networks

5 citations · 5 across the 1 of their papers we have counts for

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1 paper

stat.ML2019★ 5 cited

Stein Variational Online Changepoint Detection with Applications to Hawkes Processes and Neural Networks

Gianluca Detommaso, Hanne Hoitzing, Tiangang Cui +1

Bayesian online changepoint detection (BOCPD) (Adams & MacKay, 2007) offers a rigorous and viable way to identify changepoints in complex systems. In this work, we introduce a Stei…