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math.ST2023
Optimal Sequential Detection by Sparsity Likelihood
Jingyan Huang
Consider the problem on sequential change-point detection on multiple data streams. We provide the asymptotic lower bounds of the detection delays at all levels of change-point spa…
math.ST2021
Likelihood Scores for Sparse Signal and Change-Point Detection
Shouri Hu, Jingyan Huang, Hao Chen +1
We consider here the identification of change-points on large-scale data streams. The objective is to find the most efficient way of combining information across data stream so tha…