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We introduce a new method for high-dimensional, online changepoint detection in settings where a $p$-variate Gaussian data stream may undergo a change in mean. The procedure works by performing likelihood ratio tests against simple…

Methodology · Statistics 2020-10-13 Yudong Chen , Tengyao Wang , Richard J. Samworth

Sequential change point detection for multivariate autocorrelated data is a very common problem in practice. However, when the sensing resources are limited, only a subset of variables from the multivariate system can be observed at each…

Machine Learning · Statistics 2024-04-02 Haijie Xu , Xiaochen Xian , Chen Zhang , Kaibo Liu

In this paper, we propose a new estimation procedure for discovering the structure of Gaussian Markov random fields (MRFs) with false discovery rate (FDR) control, making use of the sorted l1-norm (SL1) regularization. A Gaussian MRF is an…

Machine Learning · Statistics 2019-10-25 Sangkyun Lee , Piotr Sobczyk , Malgorzata Bogdan

On modern large-scale parallel computers, the performance of Krylov subspace iterative methods is limited by global synchronization. This has inspired the development of $s$-step Krylov subspace method variants, in which iterations are…

Numerical Analysis · Computer Science 2017-02-12 Erin Carson

We provide an overview of the state-of-the-art in the area of sequential change-point detection assuming discrete time and known pre- and post-change distributions. The overview spans over all major formulations of the underlying…

Statistics Theory · Mathematics 2011-09-21 Aleksey S. Polunchenko , Alexander G. Tartakovsky

We propose a general approach for change-point detection in dynamic networks. The proposed method is model-free and covers a wide range of dynamic networks. The key idea behind our approach is to effectively utilize the network structure in…

Methodology · Statistics 2019-08-07 Zifeng Zhao , Li Chen , Lizhen Lin

In this paper, the problem of quickly detecting an abrupt change on a stochastic process under Bayesian framework is considered. Different from the classic Bayesian quickest change-point detection problem, this paper considers the case…

Information Theory · Computer Science 2017-08-24 Jun Geng , Erhan Bayraktar , Lifeng Lai

In this paper easily applicable techniques are devised for detecting changepoints in autocorrelated Gaussian sequences. Our method proceeds by sequential evaluation of a CUSUM-type test statistic, which is compared to a predefined…

Probability · Mathematics 2016-02-09 W. Ellens , J. Kuhn , M. Mandjes , P. Żuraniewski

This paper focuses on sensor fault detection and compensation for robotic manipulators. The proposed method features a new adaptive observer and a new terminal sliding mode control law established on a second-order integral sliding surface.…

We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions with a common variance factor and piecewise-constant but…

Statistics Theory · Mathematics 2020-11-16 Yi Yu , Oscar Hernan Madrid Padilla , Daren Wang , Alessandro Rinaldo

This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so that between two adjacent segments, the normalized spectral…

Statistics Theory · Mathematics 2020-11-05 Zixiang Guan , Gemai Chen

Gaussian Markov random fields (GMRFs) are popular for modeling dependence in large areal datasets due to their ease of interpretation and computational convenience afforded by the sparse precision matrices needed for random variable…

Computation · Statistics 2019-04-16 D. Andrew Brown , Christopher S. McMahan , Stella Watson Self

This work presents generalized forgetting recursive least squares (GF-RLS), a generalization of recursive least squares (RLS) that encompasses many extensions of RLS as special cases. First, sufficient conditions are presented for the 1)…

Systems and Control · Electrical Eng. & Systems 2024-05-07 Brian Lai , Dennis S. Bernstein

Purpose: subject motion and static field (B$_0$) drift are known to reduce the quality of single voxel MR spectroscopy data due to incoherent averaging. Retrospective correction has previously been shown to improve data quality by adjusting…

Quantitative Methods · Quantitative Biology 2018-09-17 Martin Wilson

Rapid detection of spatial events that propagate across a sensor network is of wide interest in many modern applications. In particular, in communications, radar, IoT, environmental monitoring, and biosurveillance, we may observe…

Statistics Theory · Mathematics 2023-01-18 Topi Halme , Eyal Nitzan , Visa Koivunen

We consider the problem of quickest changepoint detection under the Average Run Length (ARL) constraint where the pre-change and post-change laws lie in composite families $\mathscr{P}$ and $\mathscr{Q}$ respectively. In such a problem, a…

Statistics Theory · Mathematics 2026-02-06 Ashwin Ram , Aaditya Ramdas

In this study, we propose shrinkage methods based on {\it generalized ridge regression} (GRR) estimation which is suitable for both multicollinearity and high dimensional problems with small number of samples (large $p$, small $n$). Also,…

Statistics Theory · Mathematics 2020-03-04 Bahadır Yüzbaşı , Mohammad Arashi , S. Ejaz Ahmed

This paper proposes a novel algorithm to determine the optimal placement of redundant inertial sensors such as accelerometers and gyroscopes (gyros) for increasing the sensing accuracy. In this paper, we have proposed a novel iterative…

Signal Processing · Electrical Eng. & Systems 2020-02-19 Nitesh Sahu , Prabhu Babu , Arun Kumar , Rajendar Bahl

Stability and reproducibility are essential considerations in various applications of statistical methods. False Discovery Rate (FDR) control methods are able to control false signals in scientific discoveries. However, many FDR control…

Methodology · Statistics 2025-12-22 Jiajun Sun , Zhanrui Cai , Wei Zhong

We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…

Methodology · Statistics 2026-02-02 Nicolas Bianco , Lorenzo Cappello
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