Model-Free Change Point Detection for Mixing Processes
This paper considers the change point detection problem under dependent samples. In particular, we provide performance guarantees for the MMD-CUSUM test under exponentially <inline-formula><tex-math notation="LaTeX">$\alpha$</tex-math></inline-formula>, <inline-f...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2024-01-01
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| Series: | IEEE Open Journal of Control Systems |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/10522896/ |
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