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We consider the detection and localization of change points in the distribution of an offline sequence of observations. Based on a nonparametric framework that uses a similarity graph among observations, we propose new test statistics when…

Methodology · Statistics 2021-03-05 Lizhen Nie , Dan L. Nicolae

We study the parametric online changepoint detection problem, where the underlying distribution of the streaming data changes from a known distribution to an alternative that is of a known parametric form but with unknown parameters. We…

Statistics Theory · Mathematics 2023-05-22 Liyan Xie , George V. Moustakides , Yao Xie

A novel approach is suggested for improving the accuracy of fault detection in distribution networks. This technique combines adaptive probability learning and waveform decomposition to optimize the similarity of features. Its objective is…

Signal Processing · Electrical Eng. & Systems 2023-10-03 Xinliang Ma , Weihua Liu , Bingying Jin

Changepoint localization aims to provide confidence sets for a changepoint (if one exists). Existing methods either relying on strong parametric assumptions or providing only asymptotic guarantees or focusing on a particular kind of…

Statistics Theory · Mathematics 2026-02-18 Swapnaneel Bhattacharyya , Aaditya Ramdas

Recent advancements in large language models (LLMs) integrating explicit reasoning, such as OpenAI's o3-mini, DeepSeek-R1, and QWQ-32B, enable smaller models to solve complex tasks by generating intermediate reasoning steps prior to…

Machine Learning · Computer Science 2025-03-25 Jaeyeon Lee , Guantong Qi , Matthew Brady Neeley , Zhandong Liu , Hyun-Hwan Jeong

Deep neural networks often exhibit poor performance on data that is unlikely under the train-time data distribution, for instance data affected by corruptions. Previous works demonstrate that test-time adaptation to data shift, for instance…

We generalize the classic change-point problem to a "change-set" framework: a spatial Poisson process changes its intensity on an unobservable random set. Optimal detection of the set is defined by maximizing the expected value of a gain…

Probability · Mathematics 2010-09-30 B. Gail Ivanoff , Ely Merzbach

Detecting abrupt changes in data streams is crucial because they are often triggered by events that have important consequences if left unattended. Quickest change point detection has become a vital sequential analysis primitive that aims…

Quantum Physics · Physics 2023-10-23 Marco Fanizza , Christoph Hirche , John Calsamiglia

We consider the problem of quickest change-point detection in data streams. Classical change-point detection procedures, such as CUSUM, Shiryaev-Roberts and Posterior Probability statistics, are optimal only if the change-point model is…

Machine Learning · Statistics 2017-06-13 Denis Volkhonskiy , Ilia Nouretdinov , Alexander Gammerman , Vladimir Vovk , Evgeny Burnaev

In high-dimensional time series, the component processes are often assembled into a matrix to display their interrelationship. We focus on detecting mean shifts with unknown change point locations in these matrix time series. Series that…

Methodology · Statistics 2024-07-16 Xinyu Zhang , Kung-Sik Chan

The problem of quickest detection of a change in distribution is considered under the assumption that the pre-change distribution is known, and the post-change distribution is only known to belong to a family of distributions…

Applications · Statistics 2019-01-30 Tze Siong Lau , Wee Peng Tay , Venugopal V. Veeravalli

Classifying streaming data requires the development of methods which are computationally efficient and able to cope with changes in the underlying distribution of the stream, a phenomenon known in the literature as concept drift. We propose…

Machine Learning · Statistics 2012-12-27 Gordon J. Ross , Niall M. Adams , Dimitris K. Tasoulis , David J. Hand

A popular task in generalization is to learn about a new, target population based on data from an existing, source population. This task relies on conditional exchangeability, which asserts that differences between the source and target…

Methodology · Statistics 2025-10-17 Xinran Miao , Jiwei Zhao , Hyunseung Kang

We introduce a new approach for decoupling trends (drift) and changepoints (shifts) in time series. Our locally adaptive model-based approach for robustly decoupling combines Bayesian trend filtering and machine learning based…

Methodology · Statistics 2024-01-09 Haoxuan Wu , Toryn L. J. Schafer , Sean Ryan , David S. Matteson

We study finite-horizon optimal switching with discrete intervention dates on a general filtration, allowing continuous-time observations between decision dates, and develop a deep-learning-based dual framework with computable upper bounds.…

Optimization and Control · Mathematics 2026-04-10 Junyan Ye , Hoi Ying Wong

From a sequence of similarity networks, with edges representing certain similarity measures between nodes, we are interested in detecting a change-point which changes the statistical property of the networks. After the change, a subset of…

Statistics Theory · Mathematics 2016-12-06 Shanshan Cao , Yao Xie

Interactions among people or objects are often dynamic in nature and can be represented as a sequence of networks, each providing a snapshot of the interactions over a brief period of time. An important task in analyzing such evolving…

Social and Information Networks · Computer Science 2016-06-17 Leto Peel , Aaron Clauset

We consider a finite-state Discrete-Time Markov Chain (DTMC) source that can be sampled for detecting the events when the DTMC transits to a new state. Our goal is to study the trade-off between sampling frequency and staleness in detecting…

Performance · Computer Science 2020-05-06 Jaya Prakash Champati , Mikael Skoglund , James Gross

Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…

Methodology · Statistics 2023-03-20 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

In this paper we study online change point detection in dynamic networks with time heterogeneous missing pattern within networks and dependence across the time course. The missingness probabilities, the entrywise sparsity of networks, the…

Methodology · Statistics 2024-07-24 Haotian Xu , Paromita Dubey , Yi Yu