We propose an efficient algorithm for principal component analysis (PCA) that is applicable when only the inner product with a given vector is needed. We show that Krylov subspace...
We adapt the classic cusum change-point detection algorithm for applications to data network monitoring where various and numerous performance and reliability metrics are availabl...
Change-point detection is the problem of discovering time points at which properties of time-series data change. This covers a broad range of real-world problems and has been acti...