M.N.M. van Lieshout and C. Lu’s contribution to the Discussion of ‘the Discussion Meeting on Probabilistic and statistical aspects of machine learning’
van Lieshout 与 Lu 对机器学习概率统计讨论会论文的讨论意见
We congratulate Professors Li, Fearnhead, Fryzlewics, and Wang on their fine work that represents classic test statistics for change-point detection as a neural network-based classifier and develops improved offline detection algorithms for historical, labelled data. The paper focuses on real-valued observation vectors in a temporal regression model with training data being either labelled historical data or obtained by simulation from a model. In many applications, though,…