Related papers: Approximate Recovery in Changepoint Problems, from…

In self-supervised representation learning, a common idea behind most of the state-of-the-art approaches is to enforce the robustness of the representations to predefined augmentations. A potential issue of this idea is the existence of…

Change-point detection has been a classical problem in statistics and econometrics. This work focuses on the problem of detecting abrupt distributional changes in the data-generating distribution of a sequence of high-dimensional…

It is quite common that the structure of a time series changes abruptly. Identifying these change points and describing the model structure in the segments between these change points is of interest. In this paper, time series data is…

Multipoint evaluation is the computational task of evaluating a polynomial given as a list of coefficients at a given set of inputs. And while \emph{nearly linear time} algorithms have been known for the univariate instance of multipoint…

We study classic streaming and sparse recovery problems using deterministic linear sketches, including l1/l1 and linf/l1 sparse recovery problems (the latter also being known as l1-heavy hitters), norm estimation, and approximate inner…

Verification and regression are two general methodologies for prediction in neural networks. Each has its own strengths: verification can be easier to infer accurately, and regression is more efficient and applicable to continuous target…

This paper provides new error bounds on "consistent" reconstruction methods for signals observed from quantized random projections. Those signal estimation techniques guarantee a perfect matching between the available quantized data and a…

A new method is proposed for variable screening, variable selection and prediction in linear regression problems where the number of predictors can be much larger than the number of observations. The method involves minimizing a penalized…

We investigate the problem of detecting and estimating a changepoint in the attachment function of a network evolving according to a preferential attachment model on $n$ vertices, using only a single final snapshot of the network. Bet et…

We study the posterior distribution of the Bayesian multiple change-point regression problem when the number and the locations of the change-points are unknown. While it is relatively easy to apply the general theory to obtain the…

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…

In an ordinary feature selection procedure, a set of important features is obtained by solving an optimization problem such as the Lasso regression problem, and we expect that the obtained features explain the data well. In this study,…

Repair operators are often used for constraint handling in constrained combinatorial optimization. We investigate the (1+1)~EA equipped with a tailored jump-and-repair operation that can be used to probabilistically repair infeasible…

We consider the problem of detecting a change in mean in a sequence of Gaussian vectors. Under the alternative hypothesis, the change occurs only in some subset of the components of the vector. We propose a test of the presence of a…

This work focuses on mitigating two limitations in the joint learning of local feature detectors and descriptors. First, the ability to estimate the local shape (scale, orientation, etc.) of feature points is often neglected during dense…

We develop algorithms for detecting multiple changepoints in functional data when the number of changepoints is unknown (unsupervised case), when it is specified apriori (supervised case), and when certain bounds are available…

In this paper, we present a novel approach for object recognition in real-time by employing multilevel feature analysis and demonstrate the practicality of adapting feature extraction into a Naive Bayesian classification framework that…

This paper is concerned with the detection of multiple change-points in the joint distribution of independent categorical variables. The procedures introduced rely on model selection and are based on a penalized least-squares criterion.…

In this paper, we study the problem of multiple change-point detection for a univariate sequence under the epidemic setting, where the behavior of the sequence alternates between a common normal state and different epidemic states. This is…

We develop a projected least squares estimator for the change point parameter in a high dimensional time series model with a potential change point. Importantly we work under the setup where the jump size may be near the boundary of the…