Stein Variational Online Changepoint Detection with Applications to Hawkes Processes and Neural Networks

Bayesian online changepoint detection (BOCPD) (Adams & MacKay, 2007) offers a rigorous and viable way to identify changepoints in complex systems. In this work, we introduce a Stein variational online changepoint detection (SVOCD) method to provide a computationally tractable generalization of B...

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Hauptverfasser:	Detommaso, Gianluca, Hoitzing, Hanne, Cui, Tiangang, Alamir, Ardavan
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Learning Statistics - Machine Learning
Online-Zugang:	Volltext bestellen
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