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@article{romano2024,
title = {A Log-Linear Nonparametric Online Changepoint Detection Algorithm Based on Functional Pruning},
author = {Romano, Gaetano and Eckley, Idris A. and Fearnhead, Paul},
year = {2024},
date = {2024},
journal = {IEEE Transactions on Signal Processing},
pages = {594--606},
volume = {72},
doi = {10.1109/tsp.2023.3343550},
url = {http://dx.doi.org/10.1109/TSP.2023.3343550}
}
@article{ward2024constant,
title={A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models},
author={Ward, Kes and Romano, Gaetano and Eckley, Idris and Fearnhead, Paul},
journal={Statistics and Computing},
volume={34},
number={3},
pages={1--11},
year={2024},
publisher={Springer}
}
@article{romano2023fast,
title={Fast online changepoint detection via functional pruning CUSUM statistics},
author={Romano, Gaetano and Eckley, Idris A and Fearnhead, Paul and Rigaill, Guillem},
journal={Journal of Machine Learning Research},
volume={24},
number={81},
pages={1--36},
year={2023},
url = {https://www.jmlr.org/papers/v24/21-1230.html}
}
@article{pishchagina2023online,
title={Online Multivariate Changepoint Detection: Leveraging Links With Computational Geometry},
author={Pishchagina, Liudmila and Romano, Gaetano and Fearnhead, Paul and Runge, Vincent and Rigaill, Guillem},
journal={arXiv preprint arXiv:2311.01174},
year={2023}
}
@article{austin2023online,
title={Online non-parametric changepoint detection with application to monitoring operational performance of network devices},
author={Austin, Edward and Romano, Gaetano and Eckley, Idris A and Fearnhead, Paul},
journal={Computational Statistics \& Data Analysis},
volume={177},
pages={107551},
year={2023},
publisher={Elsevier}
}