Related papers: A Changepoint Detection Method for Profile Varianc…
We propose the use of a Transformer to accurately predict normals from point clouds with noise and density variations. Previous learning-based methods utilize PointNet variants to explicitly extract multi-scale features at different input…
Camera fingerprint detection plays a crucial role in source identification and image forensics, with wavelet denoising approaches proving to be particularly effective in extracting sensor pattern noise (SPN). In this article, we propose a…
In quantitative finance, we often fit a parametric semimartingale model to asset prices. To ensure our model is correct, we must then perform goodness-of-fit tests. In this paper, we give a new goodness-of-fit test for volatility-like…
While there is considerable work on change point analysis in univariate time series, more and more data being collected comes from high dimensional multivariate settings. This paper introduces the asymptotic concept of high dimensional…
External influences such as traffic and environmental factors induce vibrations in structures, leading to material degradation over time. These vibrations result in cracks due to the material's lack of plasticity compromising structural…
Novelty Detection methods identify samples that are not representative of a model's training set thereby flagging misleading predictions and bringing a greater flexibility and transparency at deployment time. However, research in this area…
Body-worn video (BWV) cameras are increasingly utilized by police departments to provide a record of police-public interactions. However, large-scale BWV deployment produces terabytes of data per week, necessitating the development of…
Anomaly detection and localization in industrial images are essential for automated quality inspection. PaDiM, a prominent method, models the distribution of normal image features extracted by pre-trained Convolutional Neural Networks…
Functional data analysis is ubiquitous in most areas of sciences and engineering. Several paradigms are proposed to deal with the dimensionality problem which is inherent to this type of data. Sparseness, penalization, thresholding, among…
Many time series problems feature epidemic changes - segments where a parameter deviates from a background baseline. The number and location of such changes can be estimated in a principled way by existing detection methods, providing that…
We extend the wavelet tests for fixed effects FANOVA models with iid errors, proposed in Abramovich et al, 2004 to FANOVA models with dependent errors and provide an iterative Cochrane-Orcutt type procedure to estimate the parameters and…
Inspired by the notion that environmental noise is in principle observable, whilst fundamental noise due to spontaneous localisation would not be, we study the estimation of the diffusion parameter induced by wave function collapse models…
We describe a novel method for removing noise (in wavelet domain) of unknown variance from microarrays. The method is based on a smoothing of the coefficients of the highest subbands. Specifically, we decompose the noisy microarray into…
This paper considers a bearings-only tracking problem using noisy measurements of unknown noise statistics from a passive sensor. It is assumed that the process and measurement noise follows the Gaussian distribution where the measurement…
Change-point analysis is thriving in this big data era to address problems arising in many fields where massive data sequences are collected to study complicated phenomena over time. It plays an important role in processing these data by…
Varying coefficient model is often used in statistical modeling since it is more flexible than the parametric model. However, model detection and variable selection of varying coefficient model are poorly understood in mode regression.…
Change point detection becomes more and more important as datasets increase in size, where unsupervised detection algorithms can help users process data. To detect change points, a number of unsupervised algorithms have been developed which…
Detecting changepoints in datasets with many variates is a data science challenge of increasing importance. Motivated by the problem of detecting changes in the incidence of terrorism from a global terrorism database, we propose a novel…
A common problem in data analysis is that the functional form, as well as the parameter values, of the underlying model which should describe a dataset is not known a priori. In these cases some extra uncertainty must be assigned to the…
Many time series exhibit changes both in level and in variability. Generally, it is more important to detect a change in the level, and changing or smoothly evolving variability can confound existing tests. This paper develops a framework…