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EURASIP Journal on Advances in Signal Processing

Table 2 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

2.8

3.3 (0.8)

70

83.72

83.41

3.8

4.5 (1.2)

50

82.84

83.02

5.3

6.1 (1.5)

30

81.46

82.48

8.7

9.8 (2.4)

10

78.32

79.27

23.4

26.6 (6.4)

  1. At′s being time-varying. N = 100, w=200, ARL = 5000; for simulated EDDs, all [μ]i=0.5. Numbers in the parentheses are standard deviation of the simulated results
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