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Changes in the statistical properties of a stochastic process are typically assumed to occur via change-points, which demark instantaneous moments of complete and total change in process behavior. In cases where these transitions occur…

Machine Learning · Statistics 2022-05-06 Chris Browne

By creating networks of biochemical pathways, communities of micro-organisms are able to modulate the properties of their environment and even the metabolic processes within their hosts. Next-generation high-throughput sequencing has led to…

Applications · Statistics 2023-03-28 Molly G. Hayes , Morgan G. I. Langille , Hong Gu

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

It is widely recognized that deep neural networks are sensitive to bias in the data. This means that during training these models are likely to learn spurious correlations between data and labels, resulting in limited generalization…

Machine Learning · Computer Science 2024-12-06 Vito Paolo Pastore , Massimiliano Ciranni , Davide Marinelli , Francesca Odone , Vittorio Murino

In this paper we consider change-points in multiple sequences with the objective of minimizing the estimation error of a sequence by making use of information from other sequences. This is in contrast to recent interest on change-points in…

Statistics Theory · Mathematics 2023-02-02 Hock Peng Chan

The detection of change-points in heterogeneous sequences is a statistical challenge with many applications in fields such as finance, signal analysis and biology. A wide variety of literature exists for finding an ideal set of…

Applications · Statistics 2012-12-11 The Minh Luong , Vittorio Perduca , Gregory Nuel

Change-point detection and locally stationary time series modeling are two major approaches for the analysis of non-stationary data. The former aims to identify stationary phases by detecting abrupt changes in the dynamics of a time series…

Methodology · Statistics 2026-01-16 Wai Leong Ng , Xinyi Tang , Mun Lau Cheung , Jiacheng Gao , Chun Yip Yau , Holger Dette

Change point detection is becoming increasingly popular in many application areas. On one hand, most of the theoretically-justified methods are investigated in an ideal setting without model violations, or merely robust against identical…

Methodology · Statistics 2021-10-26 Mengchu Li , Yi Yu

Networks effectively capture interactions among components of complex systems, and have thus become a mainstay in many scientific disciplines. Growing evidence, especially from biology, suggest that networks undergo changes over time, and…

Methodology · Statistics 2020-03-10 Ali Shojaie

In standardized educational testing, test items are reused in multiple test administrations. To ensure the validity of test scores, the psychometric properties of items should remain unchanged over time. In this paper, we consider the…

Applications · Statistics 2021-10-26 Yunxiao Chen , Yi-Hsuan Lee , Xiaoou Li

The aim of the present study is to detect abrupt trend changes in the mean of a multidimensional sequential signal. Directly inspired by papers of Fernhead and Liu ([4] and [5]), this work describes the signal in a hierarchical manner : the…

Machine Learning · Computer Science 2021-06-11 Olivier Sorba , C Geissler

We develop a mixture procedure to monitor parallel streams of data for a change-point that affects only a subset of them, without assuming a spatial structure relating the data streams to one another. Observations are assumed initially to…

Statistics Theory · Mathematics 2013-05-10 Yao Xie , David Siegmund

This paper proposes a novel methodology for the online detection of changepoints in the factor structure of large matrix time series. Our approach is based on the well-known fact that, in the presence of a changepoint, a factor model can be…

Methodology · Statistics 2021-12-28 Yong He , Xin-bing Kong , Lorenzo Trapani , Long Yu

This article introduces a novel method for detecting distinctive structural changes in economic data, particularly within frequency distribution tables. The approach identifies significant shifts in the distribution of a variable over time…

Applications · Statistics 2025-09-04 Joanna Dębicka , Edyta Mazurek

This paper proposes a moving sum methodology for detecting multiple change points in high-dimensional time series under a factor model, where changes are attributed to those in loadings as well as emergence or disappearance of factors. We…

Methodology · Statistics 2025-07-24 Matteo Barigozzi , Haeran Cho , Lorenzo Trapani

The goal of anomaly detection is to identify observations that are generated by a distribution that differs from the reference distribution that qualifies normal behavior. When examining a time series, the reference distribution may evolve…

Methodology · Statistics 2024-07-23 Etienne Krönert , Dalila Hattab , Alain Celisse

We study the problem of detecting a common change point in large panel data based on a mean shift model, wherein the errors exhibit both temporal and cross-sectional dependence. A least squares based procedure is used to estimate the…

Statistics Theory · Mathematics 2019-04-26 Monika Bhattacharjee , Moulinath Banerjee , George Michailidis

We develop a mixture procedure for multi-sensor systems to monitor data streams for a change-point that causes a gradual degradation to a subset of the streams. Observations are assumed to be initially normal random variables with known…

Machine Learning · Statistics 2016-02-19 Yang Cao , Yao Xie , Nagi Gebraeel

This paper addresses the problem of change-point detection on sequences of high-dimensional and heterogeneous observations, which also possess a periodic temporal structure. Due to the dimensionality problem, when the time between…

Machine Learning · Statistics 2019-03-25 Pablo Moreno-Muñoz , David Ramírez , Antonio Artés-Rodríguez

In many change point problems it is reasonable to assume that compared to a benchmark at a given time point $t_0$ the properties of the observed stochastic process change gradually over time for $t >t_0$. Often, these gradual changes are…

Methodology · Statistics 2025-04-23 Patrick Bastian , Holger Dette