10 citations · 25 across the 9 of their papers we have counts for
3 papers · 1 filter
Online Multivariate Changepoint Detection: Leveraging Links With Computational Geometry
Liudmila Pishchagina, Gaetano Romano, Paul Fearnhead +2
The increasing volume of data streams poses significant computational challenges for detecting changepoints online. Likelihood-based methods are effective, but a naive sequential i…
A Constant-per-Iteration Likelihood Ratio Test for Online Changepoint Detection for Exponential Family Models
Kes Ward, Gaetano Romano, Idris Eckley +1
Online changepoint detection algorithms that are based on likelihood-ratio tests have been shown to have excellent statistical properties. However, a simple online implementation i…
A Log-Linear Non-Parametric Online Changepoint Detection Algorithm based on Functional Pruning
Gaetano Romano, Idris A Eckley, Paul Fearnhead
Online changepoint detection aims to detect anomalies and changes in real-time in high-frequency data streams, sometimes with limited available computational resources. This is an…