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This dissertation presents a general framework for changepoint detection based on L0 model selection. The core method, Iteratively Reweighted Fused Lasso (IRFL), improves upon the generalized lasso by adaptively reweighting penalties to…

Methodology · Statistics 2026-03-24 Michael Grantham , Xueheng Shi , Bertrand Clarke

We present a straightforward statistical test to detect certain violations of the assumption that the data are Independent and Identically Distributed (IID). The specific form of violation considered is common across real-world…

Machine Learning · Computer Science 2023-05-26 Jesse Cummings , Elías Snorrason , Jonas Mueller

We propose a new multiple change-point detection framework for multivariate and non-Euclidean data. First, we combine graph-based statistics with wild binary segmentation or seeded binary segmentation to search for a pool of candidate…

Methodology · Statistics 2021-10-05 Yuxuan Zhang , Hao Chen

We develop algorithms for detecting multiple changepoints in functional data when the number of changepoints is unknown (unsupervised case), when it is specified apriori (supervised case), and when certain bounds are available…

Methodology · Statistics 2025-11-19 Sourav Chakrabarty , Anirvan Chakraborty , Shyamal K. De

We study change-point detection for high-dimensional data in regimes where inference must be performed from small batches of observations. Our primary focus is the high-dimensional, low sample size (HDLSS) regime, where the sequence length…

Methodology · Statistics 2026-05-26 Jyotishka Ray Choudhury , Yao Xie

Change-point models deal with ordered data sequences. Their primary goal is to infer the locations where an aspect of the data sequence changes. In this paper, we propose and implement a nonparametric Bayesian model for clustering…

Methodology · Statistics 2025-02-12 Ana Carolina da Cruz , Camila P. E. de Souza

High-dimensional time series are characterized by a large number of measurements and complex dependence, and often involve abrupt change points. We propose a new procedure to detect change points in the mean of high-dimensional time series…

Methodology · Statistics 2019-03-19 Jun Li , Minya Xu , Ping-Shou Zhong , Lingjun Li

Clothes-Changing Person Re-Identification (ReID) aims to recognize the same individual across different videos captured at various times and locations. This task is particularly challenging due to changes in appearance, such as clothing,…

Computer Vision and Pattern Recognition · Computer Science 2025-03-17 Asaf Joseph , Shmuel Peleg

In this paper easily applicable techniques are devised for detecting changepoints in autocorrelated Gaussian sequences. Our method proceeds by sequential evaluation of a CUSUM-type test statistic, which is compared to a predefined…

Probability · Mathematics 2016-02-09 W. Ellens , J. Kuhn , M. Mandjes , P. Żuraniewski

Current person re-identification (ReID) methods typically rely on single-frame imagery features, whilst ignoring space-time information from image sequences often available in the practical surveillance scenarios. Single-frame (single-shot)…

Computer Vision and Pattern Recognition · Computer Science 2016-01-26 Taiqing Wang , Shaogang Gong , Xiatian Zhu , Shengjin Wang

We propose a method to infer the presence and location of change-points in the distribution of a sequence of independent data taking values in a general metric space, where change-points are viewed as locations at which the distribution of…

Methodology · Statistics 2020-01-15 Paromita Dubey , Hans-Georg Müller

Computer network anomaly detection and log analysis, as an important topic in the field of network security, has been a key task to ensure network security and system reliability. First, existing network anomaly detection and log analysis…

Machine Learning · Computer Science 2024-09-17 Shuzhan Wang , Ruxue Jiang , Zhaoqi Wang , Yan Zhou

This paper tackles the problem of detecting abrupt changes in the mean of a heteroscedastic signal by model selection, without knowledge on the variations of the noise. A new family of change-point detection procedures is proposed, showing…

Methodology · Statistics 2011-02-01 Sylvain Arlot , Alain Celisse

The problem of identifying change points in high-dimensional Gaussian graphical models (GGMs) in an online fashion is of interest, due to new applications in biology, economics and social sciences. The offline version of the problem, where…

Statistics Theory · Mathematics 2020-03-18 Hossein Keshavarz , George Michailidis

We propose the first comprehensive treatment of high-dimensional time series factor models with multiple change-points in their second-order structure. We operate under the most flexible definition of piecewise stationarity, and estimate…

Methodology · Statistics 2019-01-31 Matteo Barigozzi , Haeran Cho , Piotr Fryzlewicz

Existing methods for high-dimensional changepoint detection and localization typically focus on changes in either the mean vector or the covariance matrix separately. This separation reduces detection power and localization accuracy when…

Statistics Theory · Mathematics 2025-08-28 Junfeng Cui , Guangming Pan , Guanghui Wang , Changliang Zou

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

Supervised person re-identification assumes that a person has images captured under multiple cameras. However when cameras are placed in distance, a person rarely appears in more than one camera. This paper thus studies person re-ID under…

Computer Vision and Pattern Recognition · Computer Science 2023-11-03 Menglin Wang , Xiaojin Gong

Motivated by an example from remote sensing of gas emission sources, we derive two novel change point procedures for multivariate time series where, in contrast to classical change point literature, the changes are not required to be…

Methodology · Statistics 2020-04-07 Idris Eckley , Claudia Kirch , Silke Weber

Change-point detection (CPD) aims to detect abrupt changes over time series data. Intuitively, effective CPD over multivariate time series should require explicit modeling of the dependencies across input variables. However, existing CPD…

Machine Learning · Computer Science 2020-09-15 Ruohong Zhang , Yu Hao , Donghan Yu , Wei-Cheng Chang , Guokun Lai , Yiming Yang
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