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High-dimensional, multiscale online changepoint detection

Wang, T; Chen, Y; Samworth, R; (2022) High-dimensional, multiscale online changepoint detection. Journal of the Royal Statistical Society Series B: Statistical Methodology (In press).

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Type: Article
Title: High-dimensional, multiscale online changepoint detection
Publisher version: https://rss.onlinelibrary.wiley.com/journal/146798...
Language: English
Additional information: This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions.
UCL classification: UCL
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science
URI: https://discovery.ucl.ac.uk/id/eprint/10118506
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