• Corpus ID: 247762759

Likelihood Scores for Sparse Signal and Change-Point Detection

  title={Likelihood Scores for Sparse Signal and Change-Point Detection},
  author={Shouri Hu and Jing-Fu Huang and Hao Chen and Hock Peng Chan},
We consider here the identification of change-points on large-scale data streams. The objective is to find the most efficient way of combin-ing information across data stream so that detection is possible under the smallest detectable change magnitude. The challenge comes from the sparsity of change-points when only a small fraction of data streams undergo change at any point in time. The most successful approach to the sparsity issue so far has been the application of hard thresholding such that… 

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