1 code implementation • 8 Nov 2022 • Liyuan Hu, Mengbing Li, Chengchun Shi, Zhenke Wu, Piotr Fryzlewicz
Moreover, by borrowing information over time and population, it allows us to detect weaker signals and has better convergence properties when compared to applying the clustering algorithm per time or the change point detection algorithm per subject.
1 code implementation • 3 Mar 2022 • Mengbing Li, Chengchun Shi, Zhenke Wu, Piotr Fryzlewicz
Based on the proposed test, we further develop a sequential change point detection method that can be naturally coupled with existing state-of-the-art RL methods for policy optimization in nonstationary environments.