Related papers: Approximate Recovery in Changepoint Problems, from…

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…

Change point detection plays a fundamental role in many real-world applications, where the goal is to analyze and monitor the behaviour of a data stream. In this paper, we study change detection in binary streams. To this end, we use a…

Recent works in dimensionality reduction for regression tasks have introduced the notion of sensitivity, an estimate of the importance of a specific datapoint in a dataset, offering provable guarantees on the quality of the approximation…

We address the problem of detection and estimation of one or two change-points in the mean of a series of random variables. We use the formalism of set estimation in regression: To each point of a design is attached a binary label that…

In this work we propose an adaptive multilevel version of subset simulation to estimate the probability of rare events for complex physical systems. Given a sequence of nested failure domains of increasing size, the rare event probability…

We introduce a few-shot learning framework for error detection. We show that data augmentation (a form of weak supervision) is key to training high-quality, ML-based error detection models that require minimal human involvement. Our…

Estimation of mean shift in a temporally ordered sequence of random variables with a possible existence of change-point is an important problem in many disciplines. In the available literature of more than fifty years the estimation methods…

We introduced and analyzed robust recovery-based a posteriori error estimators for various lower order finite element approximations to interface problems in [9, 10], where the recoveries of the flux and/or gradient are implicit (i.e.,…

Let $t_1,\ldots,t_n \in \mathbb{R}^d$ and consider the location recovery problem: given a subset of pairwise direction observations $\{(t_i - t_j) / \|t_i - t_j\|_2\}_{i<j \in [n] \times [n]}$, where a constant fraction of these…

In this paper we build on an approach proposed by Zou et al. (2014) for nonpara- metric changepoint detection. This approach defines the best segmentation for a data set as the one which minimises a penalised cost function, with the cost…

Change point estimation in its offline version is traditionally performed by optimizing over the data set of interest, by considering each data point as the true location parameter and computing a data fit criterion. Subsequently, the data…

Changepoint models typically assume the data within each segment are independent and identically distributed conditional on some parameters which change across segments. This construction may be inadequate when data are subject to local…

Suppose we are given a vector $f$ in $\R^N$. How many linear measurements do we need to make about $f$ to be able to recover $f$ to within precision $\epsilon$ in the Euclidean ($\ell_2$) metric? Or more exactly, suppose we are interested…

When a function $f(x)$ is singular at a point $x_{s}$ on the real axis, its Fourier series, when truncated at the $N$-th term, gives a pointwise error of only $O(1/N)$ over the entire real axis. Such singularities spontaneously arise as…

Change point detection (CPD) aims to locate abrupt property changes in time series data. Recent CPD methods demonstrated the potential of using deep learning techniques, but often lack the ability to identify more subtle changes in the…

We propose to leverage denoising autoencoder networks as priors to address image restoration problems. We build on the key observation that the output of an optimal denoising autoencoder is a local mean of the true data density, and the…

We propose a new estimator, the thresholded scaled Lasso, in high dimensional threshold regressions. First, we establish an upper bound on the $\ell_\infty$ estimation error of the scaled Lasso estimator of Lee et al. (2012). This is a…

Consider the use of $\ell_{1}/\ell_{\infty}$-regularized regression for joint estimation of a $\pdim \times \numreg$ matrix of regression coefficients. We analyze the high-dimensional scaling of $\ell_1/\ell_\infty$-regularized quadratic…

Given a times series ${\bf Y}$ in $\mathbb{R}^n$, with a piece-wise contant mean and independent components, the twin problems of change-point detection and change-point localization respectively amount to detecting the existence of times…

We consider the problem of detecting jumps in an otherwise smoothly evolving trend whilst the covariance and higher-order structures of the system can experience both smooth and abrupt changes over time. The number of jump points is allowed…