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A Log-Linear Nonparametric Online Changepoint Detection Algorithm Based on Functional Pruning
16 references·1 citing·38 second hop
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References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
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  • 2014Nonparametric maximum likelihood approach to multiple change-point problems133 cited
  • 2015Computationally Efficient Changepoint Detection for a Range of Penalties115 cited
  • 2019Sequential change-point detection based on nearest neighbors92 cited
  • 2022Seeded binary segmentation: a general methodology for fast and optimal changepoint detection77 cited
  • 2013Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes67 cited
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  • 2020NEWMA: A New Method for Scalable Model-Free Online Change-Point Detection49 cited
  • 2022High-Dimensional, Multiscale Online Changepoint Detection

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42 cited
  • 2023Window-Limited CUSUM for Sequential Change Detection41 cited
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    • 2024A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models8 cited