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Related papers: Online detection of cascading change-points

200 papers

We study the problem of online network change point detection. In this setting, a collection of independent Bernoulli networks is collected sequentially, and the underlying distributions change when a change point occurs. The goal is to…

Statistics Theory · Mathematics 2021-01-15 Yi Yu , Oscar Hernan Madrid Padilla , Daren Wang , Alessandro Rinaldo

Single-particle tracking allows to infer the motion of single molecules in living cells. When we observe a long trajectory (more than 100 points), it is possible that the particle switches mode of motion over time. Then, fitting a single…

Methodology · Statistics 2018-04-16 Vincent Briane , Charles Kervrann , Myriam Vimond

The aim of change-point detection is to identify behavioral shifts within time series data. This article focuses on scenarios where the data is derived from an inhomogeneous Poisson process or a marked Poisson process. We present a…

Methodology · Statistics 2024-11-07 C. Dion-Blanc , D. Hawat , E. Lebarbier , S. Robin

We introduce a new class of latent process models for dynamic relational network data with the goal of detecting time-dependent structure. Network data are often observed over time, and static network models for such data may fail to…

Methodology · Statistics 2013-11-15 Lucy F. Robinson , Carey E. Priebe

Topological data analysis (TDA) provides a set of data analysis tools for extracting embedded topological structures from complex high-dimensional datasets. In recent years, TDA has been a rapidly growing field which has found success in a…

Methodology · Statistics 2022-03-09 Xiaojun Zheng , Simon Mak , Liyan Xie , Yao Xie

The aim of online change-point detection is for a accurate, timely discovery of structural breaks. As data dimension outgrows the number of data in observation, online detection becomes challenging. Existing methods typically test only the…

Machine Learning · Statistics 2022-03-17 Yang-Wen Sun , Katerina Papagiannouli , Vladimir Spokoiny

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

The dynamic nature of many real-world systems can lead to temporal outcome model shifts, causing a deterioration in model accuracy and reliability over time. This requires change-point detection on the outcome models to guide model…

Methodology · Statistics 2026-01-13 Zhuofan Dong , Yiwen Huang , Yan Dong , Mengying Yan , Ziye Tian , Chuan Hong , Doudou Zhou , Molei Liu

Large quantities of social activity data, such as weekly web search volumes and the number of new infections with infectious diseases, reflect peoples' interests and activities. It is important to discover temporal patterns from such data…

Social and Information Networks · Computer Science 2025-05-02 Shingo Higashiguchi , Yasuko Matsubara , Koki Kawabata , Taichi Murayama , Yasushi Sakurai

This paper investigates sequential change-point detection in reconfigurable sensor networks. In this problem, data from multiple sensors are observed sequentially. Each sensor can have a unique change point, and the data distribution…

Methodology · Statistics 2025-04-10 Seungwon Lee , Yunxiao Chen , Xiaoou Li

This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…

Methodology · Statistics 2023-02-13 Lujia Bai , Weichi Wu

We develop a framework for studying and quantifying the risk of cascading failures in time-delay consensus networks, motivated by a team of agents attempting temporal rendezvous under stochastic disturbances and communication delays. To…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Guangyi Liu , Vivek Pandey , Christoforos Somarakis , Nader Motee

In this paper the interactions between component failures are quantified and the interaction matrix and interaction network are obtained. The quantified interactions can capture the general propagation patterns of the cascades from…

Systems and Control · Computer Science 2014-08-26 Junjian Qi , Kai Sun , Shengwei Mei

Cascading failures represent a fundamental threat to the integrity of complex systems, often precipitating a comprehensive collapse across diverse infrastructures and financial networks. This research articulates a robust and pragmatic…

Adaptation and Self-Organizing Systems · Physics 2024-06-28 Karan Singh , V. K. Chandrasekar , D. V. Senthilkumar

Fine-grained time series data are crucial for accurate and timely online change detection. While both collective anomalies and change points can coexist in such data, their joint online detection has received limited attention. In this…

Methodology · Statistics 2025-08-11 Xian Chen , Weichi Wu

Detecting change-points in data is challenging because of the range of possible types of change and types of behaviour of data when there is no change. Statistically efficient methods for detecting a change will depend on both of these…

Machine Learning · Statistics 2024-08-29 Jie Li , Paul Fearnhead , Piotr Fryzlewicz , Tengyao Wang

The problem of quickest detection of dynamic events in networks is studied. At some unknown time, an event occurs, and a number of nodes in the network are affected by the event, in that they undergo a change in the statistics of their…

Signal Processing · Electrical Eng. & Systems 2018-07-18 Shaofeng Zou , Venugopal V. Veeravalli , Jian Li , Don Towsley

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

Many systems exhibit complex temporal dynamics due to the presence of different processes taking place simultaneously. An important task in such systems is to extract a simplified view of their time-dependent network of interactions.…

Physics and Society · Physics 2022-05-23 Alexandre Bovet , Jean-Charles Delvenne , Renaud Lambiotte

Online social networks have increasing influence on our society, they may play decisive roles in politics and can be crucial for the fate of companies. Such services compete with each other and some may even break down rapidly. Using social…

Physics and Society · Physics 2017-12-20 János Török , János Kertész