@article{datadriventhresholdmachinescanstatistics,
  title = {Data-Driven Threshold Machine: Scan Statistics, Change-Point Detection, and Extreme Bandits},
  author = {Shuang Li and Yao Xie and Le Song},
  year = {2016},
  eprint = {1610.04599},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1610.04599v1},
}