Thompson Sampling-Based Partially Observable Online Change Detection for Exponential Families

This paper proposes a holistic sequential change detection framework for partially observable high-dimensional data streams with exponential-family distributions. The framework first proposes a general composite decomposition for exponential-family distributed data by projecting its natural paramete...

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Veröffentlicht in:	INFORMS journal on data science 2024-10, Vol.3 (2), p.145-161
Hauptverfasser:	Guo, Jie, Yan, Hao, Zhang, Chen
Format:	Artikel
Sprache:	eng
Online-Zugang:	Volltext
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