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We propose a new, computationally efficient, sparsity adaptive changepoint estimator for detecting changes in unknown subsets of a high-dimensional data sequence. Assuming the data sequence is Gaussian, we prove that the new method…

Methodology · Statistics 2023-11-27 Per August Jarval Moen , Ingrid Kristine Glad , Martin Tveten

We provide a fast distributed algorithm for detecting $h$-cycles in the \textsf{Congested Clique} model, whose running time decreases as the number of $h$-cycles in the graph increases. In undirected graphs, constant-round algorithms are…

Data Structures and Algorithms · Computer Science 2024-08-28 Keren Censor-Hillel , Tomer Even , Virginia Vassilevska Williams

Contrast pattern mining (CPM) aims to discover patterns whose support increases significantly from a background dataset compared to a target dataset. CPM is particularly useful for characterising changes in evolving systems, e.g., in…

Networking and Internet Architecture · Computer Science 2020-12-01 Elaheh AlipourChavary , Sarah M. Erfani , Christopher Leckie

The next generation of observatories will facilitate the discovery of new types of astrophysical transients. The detection of such phenomena, whose characteristics are presently poorly constrained, will hinge on the ability to perform blind…

High Energy Astrophysical Phenomena · Physics 2019-08-06 Iftach Sadeh

In many signal processing applications it is required to estimate the unobservable state of a dynamic system from its noisy measurements. For linear dynamic systems with Gaussian Mixture (GM) noise distributions, Gaussian Sum Filters (GSF)…

Systems and Control · Computer Science 2014-05-14 Leila Pishdad , Fabrice Labeau

We introduce a recursive algorithm for performing compressed sensing on streaming data. The approach consists of a) recursive encoding, where we sample the input stream via overlapping windowing and make use of the previous measurement in…

Machine Learning · Statistics 2013-12-18 Nikolaos M. Freris , Orhan Öçal , Martin Vetterli

Identification of anomalous light curves within time-domain surveys is often challenging. In addition, with the growing number of wide-field surveys and the volume of data produced exceeding astronomers ability for manual evaluation,…

Instrumentation and Methods for Astrophysics · Physics 2020-09-30 Sara Webb , Michelle Lochner , Daniel Muthukrishna , Jeff Cooke , Chris Flynn , Ashish Mahabal , Simon Goode , Igor Andreoni , Tyler Pritchard , Timothy M. C. Abbott

Estimation of Gaussian graphical models is important in natural science when modeling the statistical relationships between variables in the form of a graph. The sparsity and clustering structure of the concentration matrix is enforced to…

Optimization and Control · Mathematics 2020-04-20 Meixia Lin , Defeng Sun , Kim-Chuan Toh , Chengjing Wang

Time series segmentation, a.k.a. multiple change-point detection, is a well-established problem. However, few solutions are designed specifically for high-dimensional situations. In this paper, our interest is in segmenting the second-order…

Methodology · Statistics 2016-11-29 Haeran Cho , Piotr Fryzlewicz

Consider a large number of detectors each generating a data stream. The task is to detect online, distribution changes in a small fraction of the data streams. Previous approaches to this problem include the use of mixture likelihood ratios…

Statistics Theory · Mathematics 2016-01-20 Hock Peng Chan

We develop a novel methodology for detecting abrupt break points in mean functions of functional time series, adaptable to arbitrary sampling schemes. By employing B-spline smoothing, we introduce $\mathcal L_{\infty}$ and $\mathcal L_2$…

Methodology · Statistics 2024-12-31 Leheng Cai , Qirui Hu

In x-ray coherent scatter tomography, tomographic measurements of the forward scatter distribution are used to infer scatter densities within a volume. A radiopaque 2D pattern placed between the object and the detector array enables the…

Optimal MIMO detection has been one of the most challenging and computationally inefficient tasks in wireless systems. We show that the new analog computing techniques like Coherent Ising Machines (CIM) are promising candidates for…

Networking and Internet Architecture · Computer Science 2024-09-06 Abhishek Kumar Singh , Kyle Jamieson , Davide Venturelli , Peter McMahon

In this paper we propose a new efficient message passing algorithm for decoding LDPC transmitted over a channel with strong phase noise. The algorithm performs approximate bayesian inference on a factor graph representation of the channel…

Information Theory · Computer Science 2012-04-13 Shachar Shayovitz , Dan Raphaeli

In this paper, we introduce a novel algorithm for calculating arbitrary order cumulants of multidimensional data. Since the $d^\text{th}$ order cumulant can be presented in the form of an $d$-dimensional tensor, the algorithm is presented…

Numerical Analysis · Computer Science 2020-11-10 Krzysztof Domino , Piotr Gawron , Łukasz Pawela

Detection of a signal under noise is a classical signal processing problem. When monitoring spatial phenomena under a fixed budget, i.e., either physical, economical or computational constraints, the selection of a subset of available…

Signal Processing · Electrical Eng. & Systems 2018-08-01 Mario Coutino , Sundeep Prabhakar Chepuri , Geert Leus

We present an experimental approach to detect the saturated absorption spectroscopy different from conventional scheme. Using this approach, crossovers are removed to avoid their overlap with other peaks in the spectrum and sensitivity of…

Atomic Physics · Physics 2015-03-17 Jun Duan , Xianghui Qi , Xiaoji Zhou , Xuzong Chen

This paper considers clustered multi-task compressive sensing, a hierarchical model that solves multiple compressive sensing tasks by finding clusters of tasks that leverage shared information to mutually improve signal reconstruction. The…

Signal Processing · Electrical Eng. & Systems 2023-10-03 Alexander Lin , Demba Ba

In this paper, we consider a non-Bayesian sequential change detection based on the Cumulative Sum (CUSUM) algorithm employed by an energy harvesting sensor where the distributions before and after the change are assumed to be known. In a…

Applications · Statistics 2020-01-15 Subhrakanti Dey

The concept of compressive sensing was recently proposed to significantly reduce the electron dose in scanning transmission electron microscopy (STEM) while still maintaining the main features in the image. Here, an experimental setup based…

Instrumentation and Detectors · Physics 2016-03-23 Armand Béché , Bart Goris , Bert Freitag , Jo Verbeeck