Web: http://arxiv.org/abs/2201.11722

Jan. 28, 2022, 2:10 a.m. | Hao Chen, Jiacheng Tang, Abhishek Gupta

stat.ML updates on arXiv.org arxiv.org

In this paper, we develop a new change detection algorithm for detecting a
change in the Markov kernel over a metric space in which the post-change kernel
is unknown. Under the assumption that the pre- and post-change Markov kernel is
geometrically ergodic, we derive an upper bound on the mean delay and a lower
bound on the mean time between false alarms.

arxiv change detection kernel markov

More from arxiv.org / stat.ML updates on arXiv.org

Data Engineer, Buy with Prime

@ Amazon.com | Santa Monica, California, USA

Data Architect – Public Sector Health Data Architect, WWPS

@ Amazon.com | US, VA, Virtual Location - Virginia

[Job 8224] Data Engineer - Developer Senior

@ CI&T | Brazil

Software Engineer, Machine Learning, Planner/Behavior Prediction

@ Nuro, Inc. | Mountain View, California (HQ)

Lead Data Scientist

@ Inspectorio | Ho Chi Minh City, Ho Chi Minh City, Vietnam - Remote

Data Engineer

@ Craftable | Portugal - Remote