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We propose a change-point detection method for large scale multiple testing problems with data having clustered signals. Unlike the classic change-point setup, the signals can vary in size within a cluster. The clustering structure on the…

Methodology · Statistics 2021-10-07 Hongyuan Cao , Wei Biao Wu

Shifts in data distribution can substantially harm the performance of clinical AI models and lead to misdiagnosis. Hence, various methods have been developed to detect the presence of such shifts at deployment time. However, the root causes…

Artificial Intelligence · Computer Science 2025-06-23 Mélanie Roschewitz , Raghav Mehta , Charles Jones , Ben Glocker

Machine learning models are essential tools in various domains, but their performance can degrade over time due to changes in data distribution or other factors. On one hand, detecting and addressing such degradations is crucial for…

Machine Learning · Computer Science 2023-09-28 Florian Heinrichs

In this discussion, we compare the choice of seeded intervals and that of random intervals for change point segmentation from practical, statistical and computational perspectives. Furthermore, we investigate a novel estimator of the noise…

Methodology · Statistics 2026-05-08 Solt Kovács , Housen Li , Peter Bühlmann

Whilst there are a plethora of algorithms for detecting changes in mean in univariate time-series, almost all struggle in real applications where there is autocorrelated noise or where the mean fluctuates locally between the abrupt changes…

Methodology · Statistics 2021-10-18 Gaetano Romano , Guillem Rigaill , Vincent Runge , Paul Fearnhead

We propose a method to infer the presence and location of change-points in the distribution of a sequence of independent data taking values in a general metric space, where change-points are viewed as locations at which the distribution of…

Methodology · Statistics 2020-01-15 Paromita Dubey , Hans-Georg Müller

Low-count time series describe sparse or intermittent events, which are prevalent in large-scale online platforms that capture and monitor diverse data types. Several distinct challenges surface when modelling low-count time series,…

Machine Learning · Computer Science 2023-11-21 Philipp Renz , Kurt Cutajar , Niall Twomey , Gavin K. C. Cheung , Hanting Xie

We study the problem of detecting change points (CPs) that are characterized by a subset of dimensions in a multi-dimensional sequence. A method for detecting those CPs can be formulated as a two-stage method: one for selecting relevant…

Machine Learning · Statistics 2018-03-05 Yuta Umezu , Ichiro Takeuchi

Variance estimation is important for statistical inference. It becomes non-trivial when observations are masked by serial dependence structures and time-varying mean structures. Existing methods either ignore or sub-optimally handle these…

Methodology · Statistics 2022-01-03 Kin Wai Chan

Data taking values on discrete sample spaces are the embodiment of modern biological research. "Omics" experiments produce millions of symbolic outcomes in the form of reads (i.e., DNA sequences of a few dozens to a few hundred…

Methodology · Statistics 2023-07-14 Antony Pearson , Manuel E. Lladser

Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not…

Machine Learning · Statistics 2019-11-01 Jayaraman J. Thiagarajan , Bindya Venkatesh , Deepta Rajan

Given the scarcity of anomalies in real-world applications, the majority of literature has been focusing on modeling normality. The learned representations enable anomaly detection as the normality model is trained to capture certain key…

Machine Learning · Computer Science 2022-07-05 Feng Xue , Weizhong Yan

For many machine learning problems, data is abundant and it may be prohibitive to make multiple passes through the full training set. In this context, we investigate strategies for dynamically increasing the effective sample size, when…

Machine Learning · Computer Science 2016-10-10 Hadi Daneshmand , Aurelien Lucchi , Thomas Hofmann

In this work, we address the problem of identifying sparse continuous-time dynamical systems when the spacing between successive samples (the sampling period) is not constant over time. The proposed approach combines the…

Systems and Control · Computer Science 2018-03-01 Rui Teixeira Ribeiro , Alexandre Mauroy , Jorge Goncalves

We describe, in the detection of multi-sample aligned sparse signals, the critical boundary separating detectable from nondetectable signals, and construct tests that achieve optimal detectability: penalized versions of the Berk-Jones and…

Statistics Theory · Mathematics 2015-10-14 Hock Peng Chan , Guenther Walther

Various methods have recently been proposed to estimate causal effects with confidence intervals that are uniformly valid over a set of data generating processes when high-dimensional nuisance models are estimated by post-model-selection or…

Methodology · Statistics 2025-10-07 Niloofar Moosavi , Tetiana Gorbach , Xavier de Luna

Studies using assays to quantify the expression of thousands of genes on tens to thousands of cell samples have been carried out for over 20 years. Such assays are based on microarrays, DNA sequencing or other molecular technologies. All…

Statistics Theory · Mathematics 2025-06-18 Jiming Jiang , Johann A. Gagnon-Bartsch , Terence P. Speed

Instance-dependent label noise is realistic but rather challenging, where the label-corruption process depends on instances directly. It causes a severe distribution shift between the distributions of training and test data, which impairs…

Machine Learning · Computer Science 2022-10-12 Manyi Zhang , Yuxin Ren , Zihao Wang , Chun Yuan

This paper examines the joint problem of detection and identification of a sudden and unobservable change in the probability distribution function (pdf) of a sequence of independent and identically distributed (i.i.d.) random variables to…

Information Theory · Computer Science 2009-04-16 Savas Dayanik , Christian Goulding , H. Vincent Poor

Linear relations, containing measurement errors in input and output data, are considered. Parameters of these so-called errors-in-variables models can change at some unknown moment. The aim is to test whether such an unknown change has…

Statistics Theory · Mathematics 2020-01-22 Michal Pešta