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We propose TrendSegment, a methodology for detecting multiple change-points corresponding to linear trend changes in one dimensional data. A core ingredient of TrendSegment is a new Tail-Greedy Unbalanced Wavelet transform: a conditionally…

Methodology · Statistics 2023-01-09 Hyeyoung Maeng , Piotr Fryzlewicz

Complex systems which can be represented in the form of static and dynamic graphs arise in different fields, e.g. communication, engineering and industry. One of the interesting problems in analysing dynamic network structures is to monitor…

Machine Learning · Computer Science 2020-11-13 Anna Malinovskaya , Philipp Otto , Torben Peters

Anomaly detection is a field of intense research. Identifying low probability events in data/images is a challenging problem given the high-dimensionality of the data, especially when no (or little) information about the anomaly is…

Machine Learning · Computer Science 2022-04-13 José A. Padrón-Hidalgo , Valero Laparra , Gustau Camps-Valls

This textbook provides a systematic treatment of statistical machine learning for astronomical research through the lens of Bayesian inference, developing a unified framework that reveals connections between modern data analysis techniques…

Instrumentation and Methods for Astrophysics · Physics 2025-06-17 Yuan-Sen Ting

This chapter is dedicated to recent developments in the field of wavelet analysis for scattered data. We introduce the concept of samplets, which are signed measures of wavelet type and may be defined on sets of arbitrarily distributed data…

Numerical Analysis · Mathematics 2025-03-25 Helmut Harbrecht , Michael Multerer

Accurate density estimation methodologies play an integral role in a variety of scientific disciplines, with applications including simulation models, decision support tools, and exploratory data analysis. In the past, histograms and kernel…

Statistics Theory · Mathematics 2012-06-14 Judson B. Locke , Adrian M. Peter

We have developed a method based on wavelets to obtain the true underlying smooth density from a point distribution. The goal has been to reconstruct the density field in an optimal way ensuring that the morphology of the reconstructed…

Astrophysics · Physics 2009-11-13 V. J. Martinez , J. -L. Starck , E. Saar , D. L. Donoho , S. Reynolds , P. de la Cruz , S. Paredes

In this study, we perform some analysis for the probability distributions in the space of frequency and time variables. However, in the domain of high frequencies, it behaves in such a way as the highly non-linear dynamics. The wavelet…

General Finance · Quantitative Finance 2024-11-22 Tatsuru Kikuchi

A Bayesian approach is presented for detecting and characterising the signal from discrete objects embedded in a diffuse background. The approach centres around the evaluation of the posterior distribution for the parameters of the discrete…

Astrophysics · Physics 2009-11-07 M. P. Hobson , C. McLachlan

A comprehensive new approach is presented for deriving probability densities of physical properties characterizing lens or source that constitute an observed galactic microlensing event. While previously encountered problems are overcome,…

Astrophysics · Physics 2009-11-11 M. Dominik

We present novel retrospective change point detection approach based on optimal transport and geometric discrepancy. The method does not require any parametric assumptions about distributions separated by change points. It can be used both…

Methodology · Statistics 2017-07-28 Nikita Pronko

In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…

Computation · Statistics 2012-09-04 Efthymios G. Tsionas

Classical multiscale analysis based on wavelets has a number of successful applications, e.g. in data compression, fast algorithms, and noise removal. Wavelets, however, are adapted to point singularities, and many phenomena in several…

Statistics Theory · Mathematics 2007-06-13 David L. Donoho

This work develops techniques for the sequential detection and location estimation of transient changes in the volatility (standard deviation) of time series data. In particular, we introduce a class of change detection algorithms based on…

Systems and Control · Computer Science 2017-12-29 Alireza Ahrabian , Nazli Farajidavar , Clive Cheong-Took , Payam Barnaghi

Inspired by graph-based methodologies, we introduce a novel graph-spanning algorithm designed to identify changes in both offline and online data across low to high dimensions. This versatile approach is applicable to Euclidean and…

Machine Learning · Statistics 2026-01-09 Yang-Wen Sun , Katerina Papagiannouli , Vladimir Spokoiny

Anomaly detection is a branch of data analysis and machine learning which aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

Machine Learning · Statistics 2024-07-11 Pavlo Mozharovskyi , Romain Valla

We present a novel approach for classifying stars as binary or exoplanet using deep learning techniques. Our method utilizes feature extraction, wavelet transformation, and a neural network on the light curves of stars to achieve…

Instrumentation and Methods for Astrophysics · Physics 2023-05-22 Aman Kumar , Sarvesh Gharat

Many organisations manage service quality and monitor a large set devices and servers where each entity is associated with telemetry or physical sensor data series. Recently, various methods have been proposed to detect behavioural…

Social and Information Networks · Computer Science 2023-05-10 Len Feremans , Boris Cule , Bart Goethals

Anomaly subsequence detection is to detect inconsistent data, which always contains important information, among time series. Due to the high dimensionality of the time series, traditional anomaly detection often requires a large time…

Machine Learning · Computer Science 2019-07-02 Chunkai Zhang , Yingyang Chen , Ao Yin

The lack of tangible evidence for non-gravitational interactions between dark and visible sectors drives the need for exploring new avenues of inferring dark matter properties through purely gravitational probes. In particular, addressing…

Astrophysics of Galaxies · Physics 2021-02-23 Mihael Petac