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BayesProject: Fast computation of a projection direction for multivariate changepoint detection |
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| Authors: | Hahn Georg Fearnhead Paul Eckley Idris A. |
| Affiliation: | 1.Department of Mathematics and Statistics, Lancaster University, Lancaster, LA1 4YF, UK ; |
| Abstract: | Statistics and Computing - This article focuses on the challenging problem of efficiently detecting changes in mean within multivariate data sequences. Multivariate changepoints can be detected by... |
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