Related papers: Consistent change-point detection with kernels

In this study, we introduce the first-of-its-kind class of tests for detecting change points in the distribution of a sequence of independent matrix-valued random variables. The tests are constructed using the weighted square integral…

We consider the challenge of efficiently detecting changes within a network of sensors, where we also need to minimise communication between sensors and the cloud. We propose an online, communication-efficient method to detect such changes.…

In this paper, we study the offline change point localization problem in a sequence of dependent nonparametric random dot product graphs. To be specific, assume that at every time point, a network is generated from a nonparametric random…

Conformal prediction (CP) provides a framework for constructing prediction sets with guaranteed coverage, assuming exchangeable data. However, real-world scenarios often involve distribution shifts that violate exchangeability, leading to…

We present an updated version of lookout -- an algorithm for detecting anomalies using kernel density estimates with bandwidth based on Rips death diameters -- with theoretical guarantees. The kernel density estimator for updated lookout is…

The field of quantum machine learning is a promising way to lead to a revolution in intelligent data processing methods. In this way, a hybrid learning method based on classic kernel methods is proposed. This proposal also requires the…

The aim of change-point detection is to identify behavioral shifts within time series data. This article focuses on scenarios where the data is derived from an inhomogeneous Poisson process or a marked Poisson process. We present a…

The main objective of the Multiple Kernel k-Means (MKKM) algorithm is to extract non-linear information and achieve optimal clustering by optimizing base kernel matrices. Current methods enhance information diversity and reduce redundancy…

Cross-correlator plays a significant role in many visual perception tasks, such as object detection and tracking. Beyond the linear cross-correlator, this paper proposes a kernel cross-correlator (KCC) that breaks traditional limitations.…

We suggest a novel procedure for online change point detection. Our approach expands an idea of maximizing a discrepancy measure between points from pre-change and post-change distributions. This leads to flexible algorithms suitable for…

Detecting and localizing change points in sequential data is of interest in many areas of application. Various notions of change points have been proposed, such as changes in mean, variance, or the linear regression coefficient. In this…

A new anomaly detection method called kernel outlier detection (KOD) is proposed. It is designed to address challenges of outlier detection in high-dimensional settings. The aim is to overcome limitations of existing methods, such as…

Without imposing prior distributional knowledge underlying multivariate time series of interest, we propose a nonparametric change-point detection approach to estimate the number of change points and their locations along the temporal axis.…

In this paper, we consider the problem of quickest change point detection and identification over a linear array of $N$ sensors, where the change pattern could first reach any of these sensors, and then propagate to the other sensors. Our…

We introduce the first method for change-point detection on encrypted time series. Our approach employs the CKKS homomorphic encryption scheme to detect shifts in statistical properties (e.g., mean, variance, frequency) without ever…

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…

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…

This paper introduces a kernel discrepancy-based framework for rerandomization to enhance the precision of causal inference in controlled experiments. We demonstrate that the kernel discrepancy is the key part of the variance upper bound…

We introduce Isolation Distributional Kernel as a new way to measure the similarity between two distributions. Existing approaches based on kernel mean embedding, which convert a point kernel to a distributional kernel, have two key issues:…

Change-point detection (CPD), which detects abrupt changes in the data distribution, is recognized as one of the most significant tasks in time series analysis. Despite the extensive literature on offline CPD, unsupervised online CPD still…