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Change point detection is a crucial aspect of analyzing time series data, as the presence of a change point indicates an abrupt and significant change in the process generating the data. While many algorithms for the problem of change point…

Machine Learning · Computer Science 2023-05-23 Mario Krause

Many peak detection algorithms have been proposed for ChIP-seq data analysis, but it is not obvious which method and what parameters are optimal for any given data set. In contrast, peaks can easily be located by visual inspection of…

Genomics · Quantitative Biology 2014-09-23 Toby Dylan Hocking , Patricia Goerner-Potvin , Andreanne Morin , Xiaojian Shao , Guillaume Bourque

We present tidychangepoint, a new R package for changepoint detection analysis. Most R packages for segmenting univariate time series focus on providing one or two algorithms for changepoint detection that work with a small set of models…

Methodology · Statistics 2026-01-14 Benjamin S. Baumer , Biviana Marcela Suarez Sierra

This paper studies the unsupervised change point detection problem in time series of networks using the Separable Temporal Exponential-family Random Graph Model (STERGM). Inherently, dynamic network patterns are complex due to dyadic and…

Methodology · Statistics 2025-09-01 Yik Lun Kei , Hangjian Li , Yanzhen Chen , Oscar Hernan Madrid Padilla

The problem of change-point estimation is considered under a general framework where the data are generated by unknown stationary ergodic process distributions. In this context, the consistent estimation of the number of change-points is…

Machine Learning · Statistics 2013-02-15 Azaden Khaleghi , Daniil Ryabko

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…

Methodology · Statistics 2023-11-27 Per August Jarval Moen , Ingrid Kristine Glad , Martin Tveten

Motivation: Histone modification constitutes a basic mechanism for the genetic regulation of gene expression. In early 2000s, a powerful technique has emerged that couples chromatin immunoprecipitation with high-throughput sequencing…

Quantitative Methods · Quantitative Biology 2020-12-16 Arnaud Liehrmann , Guillem Rigaill , Toby Dylan Hocking

The increasing volume of data streams poses significant computational challenges for detecting changepoints online. Likelihood-based methods are effective, but a naive sequential implementation becomes impractical online due to high…

Computation · Statistics 2025-08-08 Liudmila Pishchagina , Gaetano Romano , Paul Fearnhead , Vincent Runge , Guillem Rigaill

Peak detection is a problem in sequential data analysis that involves differentiating regions with higher counts (peaks) from regions with lower counts (background noise). It is crucial to correctly predict areas that deviate from the…

Machine Learning · Computer Science 2022-10-07 Toby D. Hocking , Jacob M. Kaufman , Alyssa J. Stenberg

Identifying breakpoints in piecewise regression is critical in enhancing the reliability and interpretability of data fitting. In this paper, we propose novel algorithms based on the greedy algorithm to accurately and efficiently identify…

Machine Learning · Statistics 2026-04-14 Taehyeong Kim , Hyungu Lee , Myungjin Kim , Hayoung Choi

Consider the problem on sequential change-point detection on multiple data streams. We provide the asymptotic lower bounds of the detection delays at all levels of change-point sparsity and we derive a smaller asymptotic lower bound of the…

Statistics Theory · Mathematics 2023-06-02 Jingyan Huang

We propose a new framework for the detection of change-points in online, sequential data analysis. The approach utilizes nearest neighbor information and can be applied to sequences of multivariate observations or non-Euclidean data…

Methodology · Statistics 2018-05-01 Hao Chen

The 0/1 knapsack problem is weakly NP-hard in that there exist pseudo-polynomial time algorithms based on dynamic programming that can solve it exactly. There are also the core branch and bound algorithms that can solve large randomly…

Neural and Evolutionary Computing · Computer Science 2019-03-11 Shalin Shah

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…

Machine Learning · Statistics 2018-03-05 Yuta Umezu , Ichiro Takeuchi

We consider the problem of detecting change-points in univariate time series by fitting a continuous piecewise linear signal using the residual sum of squares. Values of the inferred signal at slope breaks are restricted to a finite set of…

Computation · Statistics 2022-04-08 Vincent Runge , Marco Pascucci , Nicolas Deschamps de Boishebert

Many real-world time series, such as in health, have changepoints where the system's structure or parameters change. Since changepoints can indicate critical events such as onset of illness, it is highly important to detect them. However,…

Machine Learning · Computer Science 2019-05-17 Zahra Ebrahimzadeh , Min Zheng , Selcuk Karakas , Samantha Kleinberg

Change point detection in time series has attracted substantial interest, but most of the existing results have been focused on detecting change points in the time domain. This paper considers the situation where nonlinear time series have…

Methodology · Statistics 2021-11-22 Yan Cui , Jun Yang , Zhou Zhou

Automated analysis of complex systems based on multiple readouts remains a challenge. Change point detection algorithms are aimed to locating abrupt changes in the time series behaviour of a process. In this paper, we present a novel change…

Machine Learning · Computer Science 2023-10-05 Artem Ryzhikov , Mikhail Hushchyn , Denis Derkach

Although deep neural networks (NNs) have achievedstate-of-the-art accuracy in many visual recognition tasks,the growing computational complexity and energy con-sumption of networks remains an issue, especially for ap-plications on platforms…

Machine Learning · Computer Science 2020-02-26 Le Thanh Nguyen-Meidine , Eric Granger , Madhu Kiran , Louis-Antoine Blais-Morin , Marco Pedersoli

In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…

Optimization and Control · Mathematics 2012-06-28 Jin-Bao Jian , Chuan-Hao Guo , Chun-Ming Tang , Yan-Qin Bai