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Given a sequence of random (directed and weighted) graphs, we address the problem of online monitoring and detection of changes in the underlying data distribution. Our idea is to endow sequential change-point detection (CPD) techniques…

Machine Learning · Computer Science 2022-02-03 Bernardo Marenco , Paola Bermolen , Marcelo Fiori , Federico Larroca , Gonzalo Mateos

Change-point detection in a time series aims to discover the time points at which some unknown underlying physical process that generates the time-series data has changed. We found that existing approaches become less accurate when the…

Machine Learning · Computer Science 2020-08-04 Varsha Suresh , Wei Tsang Ooi

Given new pairs of source and target point sets, standard point set registration methods often repeatedly conduct the independent iterative search of desired geometric transformation to align the source point set with the target one. This…

Graphics · Computer Science 2019-07-30 Lingjing Wang , Xiang Li , Jianchun Chen , Yi Fang

Change point analysis is concerned with detecting and locating structure breaks in the underlying model of a sequence of observations ordered by time, space or other variables. A widely adopted approach for change point analysis is to…

Methodology · Statistics 2024-04-10 Xingchi Li , Xianyang Zhang

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

Detecting regime shifts in chaotic time series is hard because observation-space signals are entangled with intrinsic variability. We propose Parameter--Space Changepoint Detection (Param--CPD), a two--stage framework that first amortizes…

Machine Learning · Computer Science 2025-12-09 Xiangbo Deng , Cheng Chen , Peng Yang

Many real-world time series, such as in health, have changepoints where the system's structure or parameters change. Since changepoints can indicate critical events such as onset of illness, it is highly important to detect them. However,…

Machine Learning · Computer Science 2019-05-17 Zahra Ebrahimzadeh , Min Zheng , Selcuk Karakas , Samantha Kleinberg

Accurately detecting multiple change-points is critical for various applications, but determining the optimal number of change-points remains a challenge. Existing approaches based on information criteria attempt to balance goodness-of-fit…

Methodology · Statistics 2023-12-19 Hui Chen , Yinxu Jia , Guanghui Wang , Changliang Zou

Data-Driven Product Development (DDPD) leverages data to learn the relationship between product design specifications and resulting properties. To discover improved designs, we train a neural network on past experiments and apply Projected…

Machine Learning · Computer Science 2026-01-06 Andrea Thomas Nava , Lijo Johny , Fabio Azzalini , Johannes Schneider , Arianna Casanova

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

We propose a two-stage approach Spec PC-CP to identify change points in multivariate time series. In the first stage, we obtain a low-dimensional summary of the high-dimensional time series by Spectral Principal Component Analysis…

Applications · Statistics 2021-01-13 Shuhao Jiao , Tong Shen , Zhaoxia Yu , Hernando Ombao

Change-point detection studies the problem of detecting the changes in the underlying distribution of the data stream as soon as possible after the change happens. Modern large-scale, high-dimensional, and complex streaming data call for…

Statistics Theory · Mathematics 2023-06-05 Haoyun Wang , Yao Xie

Standard online change point detection (CPD) methods tend to have large false discovery rates as their detections are sensitive to outliers. To overcome this drawback, we propose Greedy Online Change Point Detection (GOCPD), a…

Signal Processing · Electrical Eng. & Systems 2023-08-15 Jou-Hui Ho , Felipe Tobar

Change-point detection (CPD), which detects abrupt changes in the data distribution, is recognized as one of the most significant tasks in time series analysis. Despite the extensive literature on offline CPD, unsupervised online CPD still…

Machine Learning · Computer Science 2023-12-07 Zahra Atashgahi , Decebal Constantin Mocanu , Raymond Veldhuis , Mykola Pechenizkiy

Among the main goals in multiple change point problems are the estimation of the number and positions of the change points, as well as the regime structure in the clusters induced by those changes. The product partition model (PPM) is a…

Methodology · Statistics 2021-08-11 Ricardo C. Pedroso , Rosangela H. Loschi , Fernando Andrés Quintana

Changepoint detection is commonly formulated by minimizing the sum of in-sample losses to quantify the model's overall fit. However, for flexible modeling procedures -- especially those involving high-dimensional parameter spaces or…

Methodology · Statistics 2026-05-05 Chengde Qian , Guanghui Wang , Zhaojun Wang , Changliang Zou

Change point detection is a crucial aspect of analyzing time series data, as the presence of a change point indicates an abrupt and significant change in the process generating the data. While many algorithms for the problem of change point…

Machine Learning · Computer Science 2023-05-23 Mario Krause

Model Predictive Control (MPC) is effective at generating safe control strategies in constrained scenarios, at the cost of computational complexity. This is especially the case in robots that require high sampling rates and have limited…

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

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