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This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so that between two adjacent segments, the normalized spectral…

Statistics Theory · Mathematics 2020-11-05 Zixiang Guan , Gemai Chen

Modeling the temporal behavior of data is of primordial importance in many scientific and engineering fields. Baseline methods assume that both the dynamic and observation equations follow linear-Gaussian models. However, there are many…

Machine Learning · Computer Science 2020-11-03 Xavier Alameda-Pineda , Vincent Drouard , Radu Horaud

We study the problem of detecting and localizing multiple changes in the mean parameter of a Banach space-valued time series. The goal is to construct a collection of narrow confidence intervals, each containing at least one (or exactly…

Statistics Theory · Mathematics 2025-11-11 Tim Kutta , Holger Dette , Shixuan Wang

The pairwise objective paradigms are an important and essential aspect of machine learning. Examples of machine learning approaches that use pairwise objective functions include differential network in face recognition, metric learning,…

Machine Learning · Computer Science 2022-10-04 Hilal AlQuabeh , Aliakbar Abdurahimov

Very long and noisy sequence data arise from biological sciences to social science including high throughput data in genomics and stock prices in econometrics. Often such data are collected in order to identify and understand shifts in…

Methodology · Statistics 2016-07-15 Yue S. Niu , Ning Hao , Heping Zhang

We propose a novel family of test statistics to detect the presence of changepoints in a sequence of dependent, possibly multivariate, functional-valued observations. Our approach allows to test for a very general class of changepoints,…

Methodology · Statistics 2023-10-10 B. Cooper Boniece , Lajos Horváth , Lorenzo Trapani

A change points detection aims to catch an abrupt disorder in data distribution. Common approaches assume that there are only two fixed distributions for data: one before and another after a change point. Real-world data are richer than…

Machine Learning · Computer Science 2022-04-18 Alexander Stepikin , Evgenia Romanenkova , Alexey Zaytsev

This paper investigates multi-scale feature approximation and transferable features for object detection from point clouds. Multi-scale features are critical for object detection from point clouds. However, multi-scale feature learning…

Computer Vision and Pattern Recognition · Computer Science 2025-08-19 Hao Peng , Hong Sang , Yajing Ma , Ping Qiu , Chao Ji

Detecting changes in high-dimensional time series is difficult because it involves the comparison of probability densities that need to be estimated from finite samples. In this paper, we present the first feature extraction method tailored…

Machine Learning · Computer Science 2015-03-19 Duncan Blythe , Paul von Bünau , Frank Meinecke , Klaus-Robert Müller

The change point is a moment of an abrupt alteration in the data distribution. Current methods for change point detection are based on recurrent neural methods suitable for sequential data. However, recent works show that transformers based…

Machine Learning · Computer Science 2022-04-19 Anna Dmitrienko , Evgenia Romanenkova , Alexey Zaytsev

In contemporary data analysis, it is increasingly common to work with non-stationary complex data sets. These data sets typically extend beyond the classical low-dimensional Euclidean space, making it challenging to detect shifts in their…

Methodology · Statistics 2025-07-29 Rohit Kanrar , Feiyu Jiang , Zhanrui Cai

The segmentation of data into stationary stretches also known as multiple change point problem is important for many applications in time series analysis as well as signal processing. Based on strong invariance principles, we analyse data…

Methodology · Statistics 2023-11-17 Claudia Kirch , Philipp Klein

Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…

Statistics Theory · Mathematics 2021-12-14 Baron Michael , Malov Sergey

This paper addresses the problem of segmenting a stream of graph signals: we aim to detect changes in the mean of a multivariate signal defined over the nodes of a known graph. We propose an offline method that relies on the concept of…

Machine Learning · Computer Science 2024-03-01 Alejandro de la Concha , Nicolas Vayatis , Argyris Kalogeratos

We study the problem of change point localisation and inference for sequentially collected fragmented functional data, where each curve is observed only over discrete grids randomly sampled over a short fragment. The sequence of underlying…

Methodology · Statistics 2024-05-10 Gengyu Xue , Haotian Xu , Yi Yu

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.…

Statistics Theory · Mathematics 2008-01-08 Nathalie Akakpo

Piecewise growth mixture models (PGMM) are a flexible and useful class of methods for analyzing segmented trends in individual growth trajectory over time, where the individuals come from a mixture of two or more latent classes. These…

Methodology · Statistics 2018-10-18 Eric F Lock , Nidhi Kohli , Maitreyee Bose

While previous distribution shift detection approaches can identify if a shift has occurred, these approaches cannot localize which specific features have caused a distribution shift -- a critical step in diagnosing or fixing any underlying…

Machine Learning · Computer Science 2021-07-16 Sean Kulinski , Saurabh Bagchi , David I. Inouye

This paper studies multivariate nonparametric change point localization and inference problems. The data consists of a multivariate time series with potentially short range dependence. The distribution of this data is assumed to be…

Statistics Theory · Mathematics 2023-01-30 Carlos Misael Madrid Padilla , Haotian Xu , Daren Wang , Oscar Hernan Madrid Padilla , Yi Yu

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…

Methodology · Statistics 2021-05-20 Shubhadeep Chakraborty , Xianyang Zhang