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High-dimensional changepoint detection via a geometrically inspired mapping
Authors:Grundy  Thomas  Killick  Rebecca  Mihaylov  Gueorgui
Institution:1.STOR-i Centre for Doctoral Training, Lancaster University, Lancaster, UK
;2.Department of Mathematics and Statistics, Lancaster University, Lancaster, UK
;3.Royal Mail GBI Data Science, London, UK
;
Abstract:Statistics and Computing - High-dimensional changepoint analysis is a growing area of research and has applications in a wide range of fields. The aim is to accurately and efficiently detect...
Keywords:
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