Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes

5 June 2020

Papers citing "Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes"

4 / 4 papers shown

Title
Online Score Statistics for Detecting Clustered Change in Network Point Processes Rui Zhang Haoyun Wang Yao Xie 39 1 0 16 Jun 2022
Sequential change-point detection for mutually exciting point processes over networks Haoyun Wang Liyan Xie Yao Xie Alex Cuozzo Simon Mak 11 12 0 10 Feb 2021
Bayesian latent structure discovery from multi-neuron recordings Scott W. Linderman Ryan P. Adams Jonathan W. Pillow 15 54 0 26 Oct 2016
Break detection in the covariance structure of multivariate time series models Alexander Aue Siegfried Hormann Lajos Horváth M. Reimherr 164 362 0 19 Nov 2009