1 code implementation • 6 Mar 2023 • Pierre Bréchet, Katerina Papagiannouli, Jing An, Guido Montúfar
We consider a deep matrix factorization model of covariance matrices trained with the Bures-Wasserstein distance.
no code implementations • 16 Mar 2022 • Yang-Wen Sun, Katerina Papagiannouli, Vladimir Spokoiny
We propose a complete graph-based, change-point detection algorithm to detect change of mean and variance from low to high-dimensional online data with a variable scanning window.
no code implementations • 7 Jun 2019 • Yang-Wen Sun, Katerina Papagiannouli, Vladmir Spokoiny
Online change-point detection (OCPD) is important for application in various areas such as finance, biology, and the Internet of Things (IoT).