Sylvain Arlot

Post Hoc Inference for Component Attribution in Multivariate Change-Point Detection

Dhia-Elhaq Ouerfelli, Sylvain Arlot, Kevin Bleakley, Patrick Pamphile

We consider the post-detection analysis of change-points for multivariate time series, with the goal of identifying which coordinates are responsible for a detected change. After a change-point has been located by an offline detection algorithm, we propose post hoc statistical pr…Read more