Multiscale Online Union of SubSpaces Estimation
Y. Xie, J. Huang, R. Willett, "Changepoint detection for high-dimensional time series with missing data", IEEE Journal of Selected Topics in Signal Processing, Volume 7, No. 1, 2013.
Y. Xie, J. Huang, R. Willett, "Changepoint detection for high-dimensional time series with missing data", IEEE Journal of Selected Topics in Signal Processing, Volume 7, No. 1, 2013.