Multi-dimentional FOCuS

Keywords: #new_article

We uploaded on arxiv a new preprint, where we establish, through a relaxation argument, a connection between computationnal geometry and changepoint detection via functional pruning (yes, it’s another focus extension). Via this link we show that it’s possible to extend functional pruning to multidimensional cases (exactly), and we provide a comprehensive description of the conditions required for functional pruning to be applicable :)