Related papers: Multiple-change-point detection for high dimension…
An algorithm is proposed for the segmentation of image into multiple levels using mean and standard deviation in the wavelet domain. The procedure provides for variable size segmentation with bigger block size around the mean, and having…
We study the problem of detecting change points (CPs) that are characterized by a subset of dimensions in a multi-dimensional sequence. A method for detecting those CPs can be formulated as a two-stage method: one for selecting relevant…
Classical quickest change detection algorithms require modeling pre-change and post-change distributions. Such an approach may not be feasible for various machine learning models because of the complexity of computing the explicit…
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…
Stochastic Optimization is a cornerstone of operations research, providing a framework to solve optimization problems under uncertainty. Despite the development of numerous algorithms to tackle these problems, several persistent challenges…
The problem of sequential change diagnosis is considered, where observations are obtained on-line, an abrupt change occurs in their distribution, and the goal is to quickly detect the change and accurately identify the post-change…
Accurate segmentation of Multiple Sclerosis (MS) lesions in longitudinal MRI scans is crucial for monitoring disease progression and treatment efficacy. Although changes across time are taken into account when assessing images in clinical…
The existing barely-supervised medical image segmentation (BSS) methods, adopting a registration-segmentation paradigm, aim to learn from data with very few annotations to mitigate the extreme label scarcity problem. However, this paradigm…
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…
This paper addresses the problem of detecting and characterizing local variability in time series and other forms of sequential data. The goal is to identify and characterize statistically significant variations, at the same time…
Modern datasets span billions of samples, making training on all available data infeasible. Selecting a high quality subset helps in reducing training costs and enhancing model quality. Submodularity, a discrete analogue of convexity, is…
A new bivariate partial sum process for locally stationary time series is introduced and its weak convergence to a Brownian sheet is established. This construction enables the development of a novel self-normalized CUSUM test statistic for…
Standard Mean-Shift algorithms are notoriously sensitive to the bandwidth hyperparameter, particularly in data-scarce regimes where fixed-scale density estimation leads to fragmentation and spurious modes. In this paper, we propose Doubly…
Analysis of spatial multivariate data, i.e., measurements at irregularly-spaced locations, is a challenging topic in visualization and statistics alike. Such data are integral to many domains, e.g., indicators of valuable minerals are…
We propose the first comprehensive treatment of high-dimensional time series factor models with multiple change-points in their second-order structure. We operate under the most flexible definition of piecewise stationarity, and estimate…
Existing supervised action segmentation methods depend on the quality of frame-wise classification using attention mechanisms or temporal convolutions to capture temporal dependencies. Even boundary detection-based methods primarily depend…
High-dimensional time series datasets are becoming increasingly common in many areas of biological and social sciences. Some important applications include gene regulatory network reconstruction using time course gene expression data, brain…
Subspace clustering is a classical technique that has been widely used for human motion segmentation and other related tasks. However, existing segmentation methods often cluster data without guidance from prior knowledge, resulting in…
Multiresponse data with complex group structures in both responses and predictors arises in many fields, yet, due to the difficulty in identifying complex group structures, only a few methods have been studied on this problem. We propose a…
Sparse coding aims to model data vectors as sparse linear combinations of basis elements, but a majority of related studies are restricted to continuous data without spatial or temporal structure. A new model-based sparse coding (MSC)…