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Table 1 Verification of numerical accuracy of theoretical results

From: Sketching for sequential change-point detection

M b (theo) b (simu) EDD (theo) EDD (simu)
100 84.65 84.44 3.4 4.3 (0.9)
70 64.85 64.52 4.0 5.1 (1.2)
50 51.04 50.75 4.8 5.9 (1.6)
30 36.36 36.43 7.7 7.6 (2.5)
10 19.59 19.63 19.8 17.4 (9.8)
  1. A being a fixed Gaussian random matrix. N = 100, w=200, ARL = 5000, for simulated EDD [μ]i=0.5. Numbers in the parentheses are the standard deviation of the simulated EDD