Regularised inference for changepoint and dependency analysis in non-stationary processes
Multivariate correlated time series are found in many modern socio-scientific domains such as neurology, cyber-security, genetics and economics. The focus of this thesis is on efficiently modelling and inferring dependency structure both between data-streams and across points in time. In particular,...
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University College London (University of London)
2017
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.746815 |