Kenji Yamanishi, University of Tokyo, JapanTitle:
MDL-based gradual model change detectionAbstract:
We are concerned with the issue of detecting model changes when the model may changes gradually over time. We introduce the MDL-change statistics and sequential model change detection algorithms based on it. We give theoretical foundations to the algorithms and show the effectiveness in the practical domains. We further introduce the notion of the descriptional dimension of a model class. We attempt to characterize the transitive process of gradual model changes through the discriptional dimension.