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0111 · Jul 201519922001200920172026
4 results for B-statistic

Paper reproduces a kernel-based scan B-statistic for online change-point detection.

problem Continuous detection of distribution changes in online data streams.
method Efficient kernel-based scan B-statistic for online change-point detection.
result Scan B-statistic outperforms parametric methods in challenging scenarios.

Detecting the emergence of an abrupt change-point is a classic problem in statistics and machine learning. Kernel-based nonparametric statistics have been used for this task which enjoy fewer assumptions on the distributions than the parametric approach and can handle high-dimensional data. In this paper we focus on th…

2015-07-05abs ↗pdf ↗