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We consider the problem of change-point estimation of the instantaneous phase of an observed time series. Such change points, or phase shifts, can be markers of information transfer in complex systems; their analysis occurring in geology,…

Applications · Statistics 2014-01-17 William Marshall , Paul Marriott

We study the problem of change point detection for covariance matrices in high dimensions. We assume that we observe a sequence {X_i}_{i=1,...,n} of independent and centered p-dimensional sub-Gaussian random vectors whose covariance…

Statistics Theory · Mathematics 2018-08-22 Daren Wang , Yi Yu , Alessandro Rinaldo

Many industrial and security applications employ a suite of sensors for detecting abrupt changes in temporal behavior patterns. These abrupt changes typically manifest locally, rendering only a small subset of sensors informative.…

Machine Learning · Computer Science 2023-06-14 Aditya Gopalan , Venkatesh Saligrama , Braghadeesh Lakshminarayanan

Measurements made by satellite remote sensing, Moderate Resolution Imaging Spectroradiometer (MODIS), and globally distributed Aerosol Robotic Network (AERONET) are compared. Comparison of the two datasets measurements for aerosol optical…

Machine Learning · Statistics 2015-06-15 N. K. Malakar , D. J. Lary , D. Gencaga , A. Albayrak , J. Wei

Changes in land use patterns have significant environmental and socioeconomic impacts, making it crucial for policymakers to understand their causes and consequences. This study, part of the European LAMASUS (Land Management for…

The goal of the change-point detection is to discover changes of time series distribution. One of the state of the art approaches of the change-point detection are based on direct density ratio estimation. In this work we show how existing…

Machine Learning · Computer Science 2022-06-22 Mikhail Hushchyn , Andrey Ustyuzhanin

We propose an original and general NOn-SEgmental (NOSE) approach for the detection of multiple change-points. NOSE identifies change-points by the non-negligibility of posterior estimates of the jump heights. Alternatively, under the…

Methodology · Statistics 2023-06-19 Chong Zhong , Zhihua Ma , Xu Zhang , Catherine C. Liu

We propose a method for causal inference using satellite image time series, in order to determine the treatment effects of interventions which impact climate change, such as deforestation. Simply put, the aim is to quantify the 'before…

Machine Learning · Computer Science 2019-10-28 Vikas Ramachandra

This paper introduces a novel Bayesian approach to detect changes in the variance of a Gaussian sequence model, focusing on quantifying the uncertainty in the change point locations and providing a scalable algorithm for inference. Such a…

Methodology · Statistics 2025-03-04 Lorenzo Cappello , Oscar Hernan Madrid Padilla

Time series, as frequently the case in neuroscience, are rarely stationary, but often exhibit abrupt changes due to attractor transitions or bifurcations in the dynamical systems producing them. A plethora of methods for detecting such…

Methodology · Statistics 2018-10-05 Hazem Toutounji , Daniel Durstewitz

We study online change point detection for multivariate inhomogeneous Poisson point process time series. This setting arises commonly in applications such as earthquake seismology, climate monitoring, and epidemic surveillance, yet remains…

We present hierarchical Bayesian methodology to perform spatio-temporal change of support (COS) for survey data with Gaussian sampling errors. This methodology is motivated by the American Community Survey (ACS), which is an ongoing survey…

Methodology · Statistics 2015-08-25 Jonathan R. Bradley , Christopher K. Wikle , Scott H. Holan

Autonomous unmanned aerial vehicles (UAVs) rely on global navigation satellite system (GNSS) pseudorange measurements for accurate real-time localization and navigation. However, this dependence exposes them to sophisticated spoofing…

Machine Learning · Computer Science 2025-07-16 Deepak Kumar Panda , Weisi Guo

A simultaneous change-point detection and estimation in a piece-wise constant model is a common task in modern statistics. If, in addition, the whole estimation can be performed automatically, in just one single step without going through…

Statistics Theory · Mathematics 2019-01-16 Gabriela Ciuperca , Matúš Maciak

Detecting change points sequentially in a streaming setting, especially when both the mean and the variance of the signal can change, is often a challenging task. A key difficulty in this context often involves setting an appropriate…

Methodology · Statistics 2022-11-01 Nauman Ahad , Mark A. Davenport , Yao Xie

Existing remote sensing change detection methods are heavily affected by seasonal variation. Since vegetation colors are different between winter and summer, such variations are inclined to be falsely detected as changes. In this letter, we…

Computer Vision and Pattern Recognition · Computer Science 2022-02-16 Tiange Zhang , Feng Gao , Junyu Dong , Qian Du

Recent findings suggest that abnormal operating conditions of equipment in the oil and gas supply chain represent a large fraction of anthropogenic methane emissions. Thus, effective mitigation of emissions necessitates rapid identification…

Applications · Statistics 2021-09-06 Amir Montazeri , Xiaochi Zhou , John D. Albertson

We study sequential change-point detection for spatio-temporal point processes, where actionable detection requires not only identifying when a distributional change occurs but also localizing where it manifests in space. While classical…

Methodology · Statistics 2026-02-05 Wenbin Zhou , Liyan Xie , Shixiang Zhu

The problem of detecting changes with multiple sensors has received significant attention in the literature. In many practical applications such as critical infrastructure monitoring and modeling of disease spread, a useful change…

Information Theory · Computer Science 2019-02-19 Mehmet Necip Kurt , Xiaodong Wang

This work develops techniques for the sequential detection and location estimation of transient changes in the volatility (standard deviation) of time series data. In particular, we introduce a class of change detection algorithms based on…

Systems and Control · Computer Science 2017-12-29 Alireza Ahrabian , Nazli Farajidavar , Clive Cheong-Took , Payam Barnaghi