Conditional Score Learning for Quickest Change Detection in Markov Transition Kernels
PositiveArtificial Intelligence
Conditional Score Learning for Quickest Change Detection in Markov Transition Kernels
A new approach to quickest change detection in Markov processes has been introduced, focusing on learning the conditional score directly from sample pairs. This method simplifies the process by eliminating the need for explicit likelihood evaluation, making it a practical solution for analyzing high-dimensional data. This advancement is significant as it enhances the efficiency of detecting changes in complex systems, which can have wide-ranging applications in fields like finance, healthcare, and machine learning.
— via World Pulse Now AI Editorial System
