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The ability to reason about changes in the environment is crucial for robots operating over extended periods of time. Agents are expected to capture changes during operation so that actions can be followed to ensure a smooth progression of…

Robotics · Computer Science 2022-08-02 Jiahui Fu , Yilun Du , Kurran Singh , Joshua B. Tenenbaum , John J. Leonard

We consider the problem of estimating the location of a single change point in a dynamic stochastic block model. We propose two methods of estimating the change point, together with the model parameters. The first employs a least squares…

Statistics Theory · Mathematics 2020-05-21 Monika Bhattacharjee , Moulinath Banerjee , George Michailidis

We investigate the significance of change-points within fully nonparametric regression contexts, with a particular focus on panel data where data generation processes vary across units, and error terms may display complex dependency…

Econometrics · Economics 2025-01-07 Likai Chen , Georg Keilbar , Liangjun Su , Weining Wang

In this article, we consider the estimation of the structural change point in the nonparametric model with dependent observations. We introduce a maximum-CUSUM-estimation procedure, where the CUSUM statistic is constructed based on the…

Applications · Statistics 2020-12-03 Q. Yang , Y. Li , Y. Zhang

Detection of change-points in a sequence of high-dimensional observations is a very challenging problem, and this becomes even more challenging when the sample size (i.e., the sequence length) is small. In this article, we propose some…

Methodology · Statistics 2021-11-30 Trisha Dawn , Angshuman Roy , Alokesh Manna , Anil K. Ghosh

This paper investigates a change-point estimation problem in the context of high-dimensional Markov Random Field models. Change-points represent a key feature in many dynamically evolving network structures. The change-point estimate is…

Methodology · Statistics 2018-02-13 Sandipan Roy , Yves Atchade , George Michailidis

Interactions among people or objects are often dynamic in nature and can be represented as a sequence of networks, each providing a snapshot of the interactions over a brief period of time. An important task in analyzing such evolving…

Social and Information Networks · Computer Science 2016-06-17 Leto Peel , Aaron Clauset

We propose a Bayesian method to detect change points for functional data. We extract the features of a sequence of functional data by the discrete wavelet transform (DWT), and treat each sequence of feature independently. We believe there…

Methodology · Statistics 2018-08-06 Xiuqi Li , Subhashis Ghosal

Most studies in real time change-point detection either focus on the linear model or use the CUSUM method under classical assumptions on model errors. This paper considers the sequential change-point detection in a nonlinear quantile model.…

Statistics Theory · Mathematics 2016-05-03 Gabriela Ciuperca

We propose an algorithm for simultaneously detecting and locating changepoints in a time series, and a framework for predicting the distribution of the next point in the series. The kernel of the algorithm is a system of equations that…

Applications · Statistics 2008-12-09 Allen B. Downey

3D Multi-object tracking (MOT) is crucial to autonomous systems. Recent work uses a standard tracking-by-detection pipeline, where feature extraction is first performed independently for each object in order to compute an affinity matrix.…

Computer Vision and Pattern Recognition · Computer Science 2020-06-15 Xinshuo Weng , Yongxin Wang , Yunze Man , Kris Kitani

We assume a nonparametric regression model where the signal is given by the sum of a piecewise constant function and a smooth function. To detect the change-points and estimate the regression functions, we propose PCpluS, a combination of…

Methodology · Statistics 2025-03-11 Florian Pein , Rajen D. Shah

Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good…

Statistics Theory · Mathematics 2017-10-13 Alain Celisse , Guillemette Marot , Morgane Pierre-Jean , Guillem Rigaill

Change point detection (CPD) methods aim to identify abrupt shifts in the distribution of input data streams. Accurate estimators for this task are crucial across various real-world scenarios. Yet, traditional unsupervised CPD techniques…

Machine Learning · Computer Science 2024-12-04 Alexandra Bazarova , Evgenia Romanenkova , Alexey Zaytsev

In this paper, I propose a general algorithm for multiple change point analysis via multivariate distribution-free nonparametric testing based on the concept of ranks that are defined by measure transportation. Multivariate ranks and the…

Methodology · Statistics 2021-11-09 Amanda Ng

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…

Computation · Statistics 2016-02-04 Kaylea Haynes , Paul Fearnhead , Idris A. Eckley

Out-of-distribution (OOD) detection is crucial for building reliable machine learning models. Although negative prompt tuning has enhanced the OOD detection capabilities of vision-language models, these tuned models often suffer from…

Computer Vision and Pattern Recognition · Computer Science 2025-07-30 Wenjie Zhu , Yabin Zhang , Xin Jin , Wenjun Zeng , Lei Zhang

Classical change point analysis aims at (1) detecting abrupt changes in the mean of a possibly non-stationary time series and at (2) identifying regions where the mean exhibits a piecewise constant behavior. In many applications however, it…

Statistics Theory · Mathematics 2020-02-17 Axel Bücher , Holger Dette , Florian Heinrichs

Suppose a process yields independent observations whose distributions belong to a family parameterized by \theta\in\Theta. When the process is in control, the observations are i.i.d. with a known parameter value \theta_0. When the process…

Statistics Theory · Mathematics 2007-06-13 Gary Lorden , Moshe Pollak

Sequential change-point detection plays a critical role in numerous real-world applications, where timely identification of distributional shifts can greatly mitigate adverse outcomes. Classical methods commonly rely on parametric density…

Machine Learning · Statistics 2025-01-23 Wenbin Zhou , Liyan Xie , Zhigang Peng , Shixiang Zhu
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