276 citations · 323 across the 12 of their papers we have counts for
Showing stat.MEShow all
2 papers · 1 filter
stat.ME2018
ABACUS: Unsupervised Multivariate Change Detection via Bayesian Source Separation
Wenyu Zhang, Daniel Gilbert, David Matteson
Change detection involves segmenting sequential data such that observations in the same segment share some desired properties. Multivariate change detection continues to be a chall…
stat.ME2017★ 4 cited
Pruning and Nonparametric Multiple Change Point Detection
Wenyu Zhang, Nicholas James, David Matteson
Change point analysis is a statistical tool to identify homogeneity within time series data. We propose a pruning approach for approximate nonparametric estimation of multiple chan…