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Multivariate data sources with components of different information value seem to appear frequently in practice. Models in which the components change their homogeneity at different times are of significant importance. The fact whether any…

Optimization and Control · Mathematics 2020-11-04 Krzysztof Szajowski

The problem of quickest detection of a change in the distribution of a sequence of independent observations is considered. It is assumed that the pre-change distribution is known (accurately estimated), while the only information about the…

Statistics Theory · Mathematics 2023-09-29 Liyan Xie , Yuchen Liang , Venugopal V. Veeravalli

Detecting changepoints in datasets with many variates is a data science challenge of increasing importance. Motivated by the problem of detecting changes in the incidence of terrorism from a global terrorism database, we propose a novel…

Methodology · Statistics 2021-03-30 S. O. Tickle , I. A. Eckley , P. Fearnhead

We introduce a novel Bayesian method that can detect multiple structural breaks in the mean and variance of a length $T$ time-series. Our method quantifies uncertainty by returning $\alpha$-level credible sets around the estimated locations…

Methodology · Statistics 2025-07-14 Davis Berlind , Lorenzo Cappello , Oscar Hernan Madrid Padilla

We consider a change detection problem in which the arrival rate of a Poisson process changes suddenly at some unknown and unobservable disorder time. It is assumed that the prior distribution of the disorder time is known. The objective is…

Optimization and Control · Mathematics 2007-05-23 Erhan Bayraktar , Semih Sezer

A method for change point detection is proposed. We consider a univariate sequence of independent random variables with piecewise constant expectation and variance, apart from which the distribution may vary periodically. We aim to detect…

Methodology · Statistics 2021-06-23 Michael Messer

The scope of this research is the identification of unknown piecewise constant parameters of linear regression equation under the finite excitation condition. Compared to the known methods, to make the computational burden lower, only one…

Systems and Control · Electrical Eng. & Systems 2022-08-05 Anton Glushchenko , Konstantin Lastochkin

When recording the movement of individual animals, cells or molecules one will often observe changes in their diffusive behaviour at certain points in time along their trajectory. In order to capture the different diffusive modes assembled…

Statistical Mechanics · Physics 2024-10-21 Henrik Seckler , Ralf Metzler

We consider online monitoring of the network event data to detect local changes in a cluster when the affected data stream distribution shifts from one point process to another with different parameters. Specifically, we are interested in…

Methodology · Statistics 2022-12-26 Rui Zhang , Haoyun Wang , Yao Xie

Change detection, as an important and widely applied technique in the field of remote sensing, aims to analyze changes in surface areas over time and has broad applications in areas such as environmental monitoring, urban development, and…

Computer Vision and Pattern Recognition · Computer Science 2024-10-11 Zihan Yu , Tianxiao Li , Yuxin Zhu , Rongze Pan

Sequential change detection is a classical problem with a variety of applications. However, the majority of prior work has been parametric, for example, focusing on exponential families. We develop a fundamentally new and general framework…

Methodology · Statistics 2023-10-31 Jaehyeok Shin , Aaditya Ramdas , Alessandro Rinaldo

This manuscript studies the unsupervised change point detection problem in time series of graphs using a decoder-only latent space model. The proposed framework consists of learnable prior distributions for low-dimensional graph…

Methodology · Statistics 2025-04-18 Yik Lun Kei , Jialiang Li , Hangjian Li , Yanzhen Chen , Oscar Hernan Madrid Padilla

Detecting object-level changes between two images across possibly different views is a core task in many applications that involve visual inspection or camera surveillance. Existing change-detection approaches suffer from three major…

Computer Vision and Pattern Recognition · Computer Science 2025-01-17 Hung Huy Nguyen , Pooyan Rahmanzadehgervi , Long Mai , Anh Totti Nguyen

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.…

Methodology · Statistics 2024-04-11 Ziyang Yang , Idris A. Eckley , Paul Fearnhead

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

Remote sensing change detection is crucial for understanding the dynamics of our planet's surface, facilitating the monitoring of environmental changes, evaluating human impact, predicting future trends, and supporting decision-making. In…

Computer Vision and Pattern Recognition · Computer Science 2024-01-15 Wele Gedara Chaminda Bandara , Nithin Gopalakrishnan Nair , Vishal M. Patel

In this work, we propose a non-parametric and robust change detection algorithm to detect multiple change points in time series data under contamination. The contamination model is sufficiently general, in that, the most common model used…

Methodology · Statistics 2022-06-24 Sujay Bhatt , Guanhua Fang , Ping Li

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 consider a popular online change-point problem of detecting a transient change in distributions of i.i.d. random variables. For this change-point problem, several change-point procedures are formulated and some advanced results for a…

Statistics Theory · Mathematics 2021-04-08 Jack Noonan

We propose a method for tracking an unknown number of targets based on measurements provided by multiple sensors. Our method achieves low computational complexity and excellent scalability by running belief propagation on a suitably devised…

Data Structures and Algorithms · Computer Science 2017-05-24 Florian Meyer , Paolo Braca , Peter Willett , Franz Hlawatsch