English
Related papers

Related papers: Scalable Multiple Changepoint Detection for Functi…

200 papers

The aim of online monitoring is to issue an alarm as soon as there is significant evidence in the collected observations to suggest that the underlying data generating mechanism has changed. This work is concerned with open-end,…

Statistics Theory · Mathematics 2020-07-21 Mark Holmes , Ivan Kojadinovic

Multi-view data provides complementary information on the same set of observations, with multi-omics and multimodal sensor data being common examples. Analyzing such data typically requires distinguishing between shared (joint) and unique…

Machine Learning · Statistics 2025-08-14 Renat Sergazinov , Armeen Taeb , Irina Gaynanova

Sequential change-point detection plays a critical role in numerous real-world applications, where timely identification of distributional shifts can greatly mitigate adverse outcomes. Classical methods commonly rely on parametric density…

Machine Learning · Statistics 2025-01-23 Wenbin Zhou , Liyan Xie , Zhigang Peng , Shixiang Zhu

In this work, we aim to provide a new and efficient recursive detection method for temporarily monitored signals. Motivated by the case of the propagation of an event over a field of sensors, we assumed that the change in the statistical…

Applications · Statistics 2022-03-17 V. Watson , F. Septier , P. Armand , C. Duchenne

Bayesian change-point detection, together with latent variable models, allows to perform segmentation over high-dimensional time-series. We assume that change-points lie on a lower-dimensional manifold where we aim to infer subsets of…

Machine Learning · Statistics 2020-11-04 Lorena Romero-Medrano , Pablo Moreno-Muñoz , Antonio Artés-Rodríguez

We consider the problem of detecting multiple changepoints in large data sets. Our focus is on applications where the number of changepoints will increase as we collect more data: for example in genetics as we analyse larger regions of the…

Methodology · Statistics 2015-03-17 R. Killick , P. Fearnhead , I. A. Eckley

High-dimensional changepoint inference, adaptable to diverse alternative scenarios, has attracted significant attention in recent years. In this paper, we propose an adaptive and robust approach to changepoint testing. Specifically, by…

Methodology · Statistics 2025-04-29 Jixuan Liu , Long Feng , Liuhua Peng , Zhaojun Wang

This work delves into presenting a probabilistic method for analyzing linear process data with weakly dependent innovations, focusing on detecting change-points in the mean and estimating its spectral density. We develop a test for…

Statistics Theory · Mathematics 2024-10-01 Ramkrishna Jyoti Samanta

In this paper we propose new methodology for the data segmentation, also known as multiple change point problem, in a general framework including classic mean change scenarios, changes in linear regression but also changes in the time…

Methodology · Statistics 2023-11-17 Claudia Kirch , Kerstin Reckruehm

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

We propose the first Bayesian methods for detecting change points in high-dimensional mean and covariance structures. These methods are constructed using pairwise Bayes factors, leveraging modularization to identify significant changes in…

Methodology · Statistics 2024-11-25 Jaehoon Kim , Kyoungjae Lee , Lizhen Lin

A new dimension reduction methodology for change-point detection in functional means is developed in this paper. The major advantage and novelty of the proposed method is its efficiency in selecting basis functions that capture the change,…

Methodology · Statistics 2022-09-13 Shuhao Jiao , Ngai-Hang Chan , Chun-Yip Yau

Several methods are available for the detection of covarying positions from a multiple sequence alignment (MSA). If the MSA contains a large number of sequences, information about the proximities between residues derived from covariation…

Quantitative Methods · Quantitative Biology 2014-04-29 Greg W. Clark , Sharon H. Ackerman , Elisabeth R. Tillier , Domenico L. Gatti

Detecting multiple change points in functional data sequences has been increasingly popular and critical in various scientific fields. In this article, we propose a novel two-stage framework for detecting multiple change points in…

Methodology · Statistics 2025-05-27 Zhiqing Fang , Xin Liu

Time series segmentation, a.k.a. multiple change-point detection, is a well-established problem. However, few solutions are designed specifically for high-dimensional situations. In this paper, our interest is in segmenting the second-order…

Methodology · Statistics 2016-11-29 Haeran Cho , Piotr Fryzlewicz

A novel multi-focus image fusion algorithm performed in spatial domain based on similarity characteristics is proposed incorporating with region segmentation. In this paper, a new similarity measure is developed based on the structural…

Computer Vision and Pattern Recognition · Computer Science 2022-02-01 Ya-Qiong Zhang , Xiao-Jun Wu , Hui Li

Most studies in real time change-point detection either focus on the linear model or use the CUSUM method under classical assumptions on model errors. This paper considers the sequential change-point detection in a nonlinear quantile model.…

Statistics Theory · Mathematics 2016-05-03 Gabriela Ciuperca

We study the parametric online changepoint detection problem, where the underlying distribution of the streaming data changes from a known distribution to an alternative that is of a known parametric form but with unknown parameters. We…

Statistics Theory · Mathematics 2023-05-22 Liyan Xie , George V. Moustakides , Yao Xie

Cooperative localization is considered a key solution for enabling autonomous navigation of multi-vehicle systems (MVS) in GNSS-denied environments. Among all solutions, distributed cooperative localization (DCL) has garnered widespread…

Signal Processing · Electrical Eng. & Systems 2025-12-17 Chenxin Tu , Xiaowei Cui , Gang Liu , Mingquan Lu

Sensor signals acquired in the industrial process contain rich information which can be analyzed to facilitate effective monitoring of the process, early detection of system anomalies, quick diagnosis of fault root causes, and intelligent…

Signal Processing · Electrical Eng. & Systems 2020-05-27 Feng Ye , Zhijie Xia , Min Dai , Zhisheng Zhang