Change-point detection via the Cross-Entropy method

Irene L. Hudson, Madawa W. Jayawardana, Georgy Sofronov

Research output: Chapter in Book/Report/Conference proceedingConference abstract

Original languageEnglish
Title of host publication12th International Conference on Monte Carlo Methods and Applications, MCM 2019
Subtitle of host publicationconference program and information
Pages118
Number of pages1
Publication statusPublished - 2019
EventInternational Conference on Monte Carlo Methods and Applications (12th : 2019) - Sydney, Australia
Duration: 8 Jul 201912 Jul 2019
Conference number: 12th
http://www.mcm2019.unsw.edu.au/

Conference

ConferenceInternational Conference on Monte Carlo Methods and Applications (12th : 2019)
Abbreviated titleMCM 2019
CountryAustralia
CitySydney
Period8/07/1912/07/19
Internet address

Cite this

Hudson, I. L., Jayawardana, M. W., & Sofronov, G. (2019). Change-point detection via the Cross-Entropy method. In 12th International Conference on Monte Carlo Methods and Applications, MCM 2019: conference program and information (pp. 118)