Sequential subspace change point detection - Xie, Liyan; Xie, Yao; Moustakides, George V. (Sequential analysis, 2020)
Keywords: Change point detection; Control charts; Covariance matrix; Eigenvalues; false alarm control; low rank; Multivariate analysis; online algorithm; Primary 62L10; Secondary 62G10; Seismic activity; spiked covariance model; Subspaces