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Existing online change-point detection (CPD) methods rely on fixed-dimensional Euclidean summaries, implicitly assuming that distributional changes are well captured by moment-based or feature-based representations. They can obscure…

Methodology · Statistics 2026-05-25 Yingyan Zeng , Yujing Huang , Xiaoyu Chen

We consider a high-dimensional dynamic pricing problem under non-stationarity, where a firm sells products to $T$ sequentially arriving consumers that behave according to an unknown demand model with potential changes at unknown times. The…

Methodology · Statistics 2023-03-21 Zifeng Zhao , Feiyu Jiang , Yi Yu , Xi Chen

Identifying change points (CPs) in a time series is crucial to guide better decision making across various fields like finance and healthcare and facilitating timely responses to potential risks or opportunities. Existing Change Point…

Machine Learning · Computer Science 2023-06-09 Kopal Garg , Jennifer Yu , Tina Behrouzi , Sana Tonekaboni , Anna Goldenberg

Change-point detection in dynamic networks has received much attention due to its broad applications in social networks and biological systems. Kernel-based methods have shown strong potential for this problem. However, their performance…

Methodology · Statistics 2026-05-15 Mingxuan Sun , Hao Chen

Graph-based methods have shown particular strengths in change-point detection (CPD) tasks for high-dimensional nonparametric settings. However, existing CPD research has rarely addressed data with repeated measurements or local group…

Methodology · Statistics 2025-11-25 Serim Han , Jingru Zhang , Hoseung Song

Financial order flow exhibits a remarkable level of persistence, wherein buy (sell) trades are often followed by subsequent buy (sell) trades over extended periods. This persistence can be attributed to the division and gradual execution of…

Trading and Market Microstructure · Quantitative Finance 2024-05-06 Ioanna-Yvonni Tsaknaki , Fabrizio Lillo , Piero Mazzarisi

Bayesian On-line Changepoint Detection is extended to on-line model selection and non-stationary spatio-temporal processes. We propose spatially structured Vector Autoregressions (VARs) for modelling the process between changepoints (CPs)…

Machine Learning · Statistics 2018-06-07 Jeremias Knoblauch , Theodoros Damoulas

Automated analysis of complex systems based on multiple readouts remains a challenge. Change point detection algorithms are aimed to locating abrupt changes in the time series behaviour of a process. In this paper, we present a novel change…

Machine Learning · Computer Science 2023-10-05 Artem Ryzhikov , Mikhail Hushchyn , Denis Derkach

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

Continual Novel Class Discovery (CNCD) aims to continually discover novel classes without labels while maintaining the recognition capability for previously learned classes. The main challenges faced by CNCD include the feature-discrepancy…

Computer Vision and Pattern Recognition · Computer Science 2024-05-13 Yifan Yu , Shaokun Wang , Yuhang He , Junzhe Chen , Yihong Gong

Change-point detection and estimation procedures have been widely developed in the literature. However, commonly used approaches in change-point analysis have mainly been focusing on detecting change-points within an entire time series…

Methodology · Statistics 2024-05-27 Chak Fung Choi , Chunxue Li , Chun Yip Yau , Zifeng Zhao

The field of Continual Learning investigates the ability to learn consecutive tasks without losing performance on those previously learned. Its focus has been mainly on incremental classification tasks. We believe that research in continual…

Computer Vision and Pattern Recognition · Computer Science 2022-06-01 Angelo G. Menezes , Gustavo de Moura , Cézanne Alves , André C. P. L. F. de Carvalho

This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…

Methodology · Statistics 2023-10-09 Zifeng Zhao , Ting Fung Ma , Wai Leong Ng , Chun Yip Yau

Given a continuous-time signal that can be modeled as the superposition of localized, time-shifted events from multiple sources, the goal of Convolutional Dictionary Learning (CDL) is to identify the location of the events--by Convolutional…

Signal Processing · Electrical Eng. & Systems 2020-10-23 Andrew H. Song , Francisco J. Flores , Demba Ba

While several convolution-like operators have recently been proposed for extracting features out of point clouds, down-sampling an unordered point cloud in a deep neural network has not been rigorously studied. Existing methods down-sample…

Computer Vision and Pattern Recognition · Computer Science 2020-05-27 Ehsan Nezhadarya , Ehsan Taghavi , Ryan Razani , Bingbing Liu , Jun Luo

Continual learning (CL) aims to train models sequentially over multiple domains without forgetting previously learned knowledge. However, existing CL methods optimize for in-domain performance and are therefore prone to learning spurious,…

Machine Learning · Computer Science 2026-05-18 Pascal Janetzky , Tobias Schlagenhauf , Stefan Feuerriegel

In this paper, we study statistical inference of change-points (CPs) in multi-dimensional sequence. In CP detection from a multi-dimensional sequence, it is often desirable not only to detect the location, but also to identify the subset of…

Machine Learning · Statistics 2021-10-19 Ryota Sugiyama , Hiroki Toda , Vo Nguyen Le Duy , Yu Inatsu , Ichiro Takeuchi

Learning from a continuous stream of non-stationary data in an unsupervised manner is arguably one of the most common and most challenging settings facing intelligent agents. Here, we attack learning under all three conditions…

Machine Learning · Computer Science 2023-05-23 Rylan Schaeffer , Gabrielle Kaili-May Liu , Yilun Du , Scott Linderman , Ila Rani Fiete

For sequential data, a change point is a moment of abrupt regime switch in data streams. Such changes appear in different scenarios, including simpler data from sensors and more challenging video surveillance data. We need to detect…

Machine Learning · Computer Science 2025-09-03 Evgenia Romanenkova , Alexander Stepikin , Matvey Morozov , Alexey Zaytsev

One of the objectives of continual learning is to prevent catastrophic forgetting in learning multiple tasks sequentially, and the existing solutions have been driven by the conceptualization of the plasticity-stability dilemma. However,…

Machine Learning · Computer Science 2024-04-16 Seungyub Han , Yeongmo Kim , Taehyun Cho , Jungwoo Lee