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Arnaud Van Looveren

2 accepted papers

2022

Sequential Multivariate Change Detection with Calibrated and Memoryless False Detection Rates

AISTATS 2022poster

Responding appropriately to the detections of a sequential change detector requires knowledge of the rate at which false positives occur in the absence of change. Setting detection thresholds to achieve a desired false positive rate is challenging. Existing works resort to setting time-invariant thr…