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Many industrial and security applications employ a suite of sensors for detecting abrupt changes in temporal behavior patterns. These abrupt changes typically manifest locally, rendering only a small subset of sensors informative.…

Machine Learning · Computer Science 2023-06-14 Aditya Gopalan , Venkatesh Saligrama , Braghadeesh Lakshminarayanan

Sequential change-point detection seeks to rapidly identify distributional changes in streaming data while controlling false alarms. Existing multi-stream detection methods typically rely on non-private access to raw observations or…

Statistics Theory · Mathematics 2026-04-16 Lixing Zhang , Liyan Xie , Ruizhi Zhang

This paper investigates a novel offline change-point detection problem from an information-theoretic perspective. In contrast to most related works, we assume that the knowledge of the underlying pre- and post-change distributions are not…

Information Theory · Computer Science 2021-10-05 Haiyun He , Qiaosheng Zhang , Vincent Y. F. Tan

Radar must adapt to changing environments, and we propose changepoint detection as a method to do so. In the world of increasingly congested radio frequencies, radars must adapt to avoid interference. Many radar systems employ the…

Systems and Control · Electrical Eng. & Systems 2022-07-15 Samuel Haug , Austin Egbert , Robert J. Marks , Charles Baylis , Anthony Martone

This paper considers the problem of sequentially detecting a change in the joint distribution of multiple data sources under a sampling constraint. Specifically, the channels or sources generate observations that are independent over time,…

Methodology · Statistics 2024-03-26 Anamitra Chaudhuri , Georgios Fellouris , Ali Tajer

Among the main goals in multiple change point problems are the estimation of the number and positions of the change points, as well as the regime structure in the clusters induced by those changes. The product partition model (PPM) is a…

Methodology · Statistics 2021-08-11 Ricardo C. Pedroso , Rosangela H. Loschi , Fernando Andrés Quintana

The automatic detection of changes or anomalies between multispectral and hyperspectral images collected at different time instants is an active and challenging research topic. To effectively perform change-point detection in multitemporal…

Signal Processing · Electrical Eng. & Systems 2022-11-28 Ricardo Augusto Borsoi , Cédric Richard , André Ferrari , Jie Chen , José Carlos Moreira Bermudez

This chapter overviews some of the work on detecting and estimating the location of a single change. We first consider the most common change-point problem, namely that of detecting a change in mean, before looking at extensions to…

Methodology · Statistics 2022-10-14 Paul Fearnhead , Piotr Fryzlewicz

In this paper we introduce a novel approach for an important problem of break detection. Specifically, we are interested in detection of an abrupt change in the covariance structure of a high-dimensional random process -- a problem, which…

Statistics Theory · Mathematics 2020-07-30 Valeriy Avanesov , Nazar Buzun

We consider the problem of distributed estimation of an unknown deterministic scalar parameter (the target signal) in a wireless sensor network (WSN), where each sensor receives a single snapshot of the field. We assume that the observation…

Information Theory · Computer Science 2015-10-09 Qing Zhou , Di Li , Soummya Kar , Lauren Huie , H. Vincent Poor , Shuguang Cui

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

This paper studies the problem of sequential Gaussian shift-in-mean hypothesis testing in a distributed multi-agent network. A sequential probability ratio test (SPRT) type algorithm in a distributed framework of the…

Optimization and Control · Mathematics 2015-09-02 Anit Kumar Sahu , Soummya Kar

Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding…

Machine Learning · Statistics 2025-09-30 Ioanna-Yvonni Tsaknaki , Fabrizio Lillo , Piero Mazzarisi

This paper considers the problem of joint change detection and identification assuming multiple composite postchange hypotheses. We propose a multihypothesis changepoint detection-identification procedure that controls the probabilities of…

Statistics Theory · Mathematics 2021-08-12 Serguei Pergamenchtchikov , Alexander Tartakovsky , Valentin Spivak

The vast amount of unlabeled multi-temporal and multi-sensor remote sensing data acquired by the many Earth Observation satellites present a challenge for change detection. Recently, many generative model-based methods have been proposed…

Image and Video Processing · Electrical Eng. & Systems 2022-02-16 Yuxing Chen , Lorenzo Bruzzone

The high structural deficient rate poses serious risks to the operation of many bridges and buildings. To prevent critical damage and structural collapse, a quick structural health diagnosis tool is needed during normal operation or…

Applications · Statistics 2018-12-10 Yizheng Liao , Anne S. Kiremidjian , Ram Rajagopal , Chin-Hsuing Loh

High dimensional piecewise stationary graphical models represent a versatile class for modelling time varying networks arising in diverse application areas, including biology, economics, and social sciences. There has been recent work in…

Machine Learning · Statistics 2018-06-21 Hossein Keshavarz , George Michailidis , Yves Atchade

A quickest change detection problem is considered in a sensor network with observations whose statistical dependency structure across the sensors before and after the change is described by a decomposable graphical model (DGM). Distributed…

Signal Processing · Electrical Eng. & Systems 2021-09-08 Yicheng Chen , Rick S. Blum , Brian M. Sadler

Change-point detection studies the problem of detecting the changes in the underlying distribution of the data stream as soon as possible after the change happens. Modern large-scale, high-dimensional, and complex streaming data call for…

Statistics Theory · Mathematics 2023-06-05 Haoyun Wang , Yao Xie

We study the change detection problem with an unknown post-change distribution. Under this constraint, the unknown change in the distribution of observations may occur in many ways without much structure on the observations, whereas, before…

Signal Processing · Electrical Eng. & Systems 2020-12-11 Deniz Sargun , C. Emre Koksal