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Sequential change-point detection seeks to rapidly identify distributional changes in streaming data while controlling false alarms. Existing multi-stream detection methods typically rely on non-private access to raw observations or…

Statistics Theory · Mathematics 2026-04-16 Lixing Zhang , Liyan Xie , Ruizhi Zhang

The problem of detection and possible estimation of a signal generated by a dynamic system when a variable number of noisy measurements can be taken is here considered. Assuming a Markov evolution of the system (in particular, the pair…

Information Theory · Computer Science 2022-05-12 Emanuele Grossi , Marco Lops

Change detection is one of the most challenging issues when analyzing remotely sensed images. Comparing several multi-date images acquired through the same kind of sensor is the most common scenario. Conversely, designing robust, flexible…

Computer Vision and Pattern Recognition · Computer Science 2016-09-21 Vinicius Ferraris , Nicolas Dobigeon , Qi Wei , Marie Chabert

Changepoint detection is the problem of finding abrupt or gradual changes in time series data when the distribution of the time series changes significantly. There are many sophisticated statistical algorithms for solving changepoint…

Methodology · Statistics 2020-10-14 Ritwik Bhaduri , Subhrajyoty Roy , Sankar K. Pal

In this paper, we introduce two robust, nonparametric methods for multiple change-point detection in the variability of a multivariate sequence of observations. We demonstrate that changes in ranks generated from data depth functions can be…

Methodology · Statistics 2021-11-30 Kelly Ramsay , Shoja'eddin Chenouri

Archetypal scenarios for change detection generally consider two images acquired through sensors of the same modality. However, in some specific cases such as emergency situations, the only images available may be those acquired through…

Computer Vision and Pattern Recognition · Computer Science 2016-09-21 Vinicius Ferraris , Nicolas Dobigeon , Qi Wei , Marie Chabert

This work addresses the problem of segmentation in time series data with respect to a statistical parameter of interest in Bayesian models. It is common to assume that the parameters are distinct within each segment. As such, many Bayesian…

Machine Learning · Computer Science 2017-10-27 Alireza Ahrabian , Shirin Enshaeifar , Clive Cheong-Took , Payam Barnaghi

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

Although there exist very accurate hardware systems for measuring traffic on the internet, their widespread use for analysis tasks is limited by their high cost. On the other hand, less expensive, software-based systems exist that are…

Networking and Internet Architecture · Computer Science 2009-07-31 Sean McPherson , Antonio Ortega

We consider the problem of efficient on-line anomaly detection in computer network traffic. The problem is approached statistically, as that of sequential (quickest) changepoint detection. A multi-cyclic setting of quickest change detection…

Applications · Statistics 2013-07-23 Alexander G. Tartakovsky , Aleksey S. Polunchenko , Grigory Sokolov

We propose a new, computationally efficient, sparsity adaptive changepoint estimator for detecting changes in unknown subsets of a high-dimensional data sequence. Assuming the data sequence is Gaussian, we prove that the new method…

Methodology · Statistics 2023-11-27 Per August Jarval Moen , Ingrid Kristine Glad , Martin Tveten

We propose a method for automated synchronization of vehicle sensors useful for the study of multi-modal driver behavior and for the design of advanced driver assistance systems. Multi-sensor decision fusion relies on synchronized data…

Robotics · Computer Science 2016-03-02 Lex Fridman , Daniel E Brown , William Angell , Irman Abdić , Bryan Reimer , Hae Young Noh

Estimating parameters of mixture model has wide applications ranging from classification problems to estimating of complex distributions. Most of the current literature on estimating the parameters of the mixture densities are based on…

Machine Learning · Statistics 2020-06-23 Yuantong Li , Qi Ma , Sujit K. Ghosh

This paper presents a novel method for detecting scene changes from a pair of images with a difference of camera viewpoints using a dense optical flow based change detection network. In the case that camera poses of input images are fixed…

Computer Vision and Pattern Recognition · Computer Science 2017-12-11 Ken Sakurada , Weimin Wang , Nobuo Kawaguchi , Ryosuke Nakamura

Motivated by an example from remote sensing of gas emission sources, we derive two novel change point procedures for multivariate time series where, in contrast to classical change point literature, the changes are not required to be…

Methodology · Statistics 2020-04-07 Idris Eckley , Claudia Kirch , Silke Weber

The worldwide growth of maritime traffic and the development of the Automatic Identification System (AIS) has led to advances in monitoring systems for preventing vessel accidents and detecting illegal activities. In this work, we describe…

Machine Learning · Computer Science 2019-08-15 Lucas May Petry , Amilcar Soares , Vania Bogorny , Stan Matwin

Detecting abrupt changes in real-time data streams from scientific simulations presents a challenging task, demanding the deployment of accurate and efficient algorithms. Identifying change points in live data stream involves continuous…

To improve the identification of potential anomaly patterns in complex user behavior, this paper proposes an anomaly detection method based on a deep mixture density network. The method constructs a Gaussian mixture model parameterized by a…

Machine Learning · Computer Science 2025-05-20 Lu Dai , Wenxuan Zhu , Xuehui Quan , Renzi Meng , Sheng Chai , Yichen Wang

In the regime of change-point detection, a nonparametric framework based on scan statistics utilizing graphs representing similarities among observations is gaining attention due to its flexibility and good performances for high-dimensional…

Methodology · Statistics 2021-09-16 Hoseung Song , Hao Chen

The problem of detecting change points in the parameters of a linear regression model with errors and covariates exhibiting heteroscedasticity is considered. Asymptotic results for weighted functionals of the cumulative sum (CUSUM)…

Econometrics · Economics 2025-10-28 Lajos Horvath , Gregory Rice , Yuqian Zhao
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