Change Point Detection with Neural Online Density-Ratio Estimator

Abstract

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Online Change Point Detection on Riemannian Manifolds with Karcher Mean Estimates

“…using the Riemannian SGD algorithms in (12) and (13) and the stochastic approximation S ≃ Σ t at each t. They were used to compute the online CPD statistic in (14).…”

“…A non-parametric online algorithm was designed in [10] based on an adaptive kernel-based density ratio estimation. Recently, deep learning has been also considered in non-parametric online CPD [11,12].…”