Related papers: Exact Tests for Offline Changepoint Detection in M…
We propose a framework for online Change Point Detection (CPD) from multi-entity, multivariate time series data, motivated by applications in crowd monitoring where traditional sensing methods (e.g., video surveillance) may be infeasible.…
We study the problem of offline changepoint localization in a distribution-free setting. One observes a vector of data with a single changepoint, assuming that the data before and after the changepoint are iid (or more generally…
Recent work has proposed the use of a composite hypothesis Hoeffding test for statistical anomaly detection. Setting an appropriate threshold for the test given a desired false alarm probability involves approximating the false alarm…
Online changepoint detection algorithms that are based on likelihood-ratio tests have been shown to have excellent statistical properties. However, a simple online implementation is computationally infeasible as, at time $T$, it involves…
We investigate the large-sample behavior of change-point tests based on weighted two-sample U-statistics, in the case of short-range dependent data. Under some mild mixing conditions, we establish convergence of the test statistic to an…
We propose a novel family of test statistics to detect the presence of changepoints in a sequence of dependent, possibly multivariate, functional-valued observations. Our approach allows to test for a very general class of changepoints,…
Change point tests for abrupt changes in the mean of functional data, i.e., random elements in infinite-dimensional Hilbert spaces, are either based on dimension reduction techniques, e.g., based on principal components, or directly based…
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…
We consider the problem of change-point detection in multivariate time-series. The multivariate distribution of the observations is supposed to follow a graphical model, whose graph and parameters are affected by abrupt changes throughout…
Linear relations, containing measurement errors in input and output data, are considered. Parameters of these so-called errors-in-variables models can change at some unknown moment. The aim is to test whether such an unknown change has…
This paper considers the change-point problem for finite sequences of networks. To avoid the difficulty of computing the normalization coefficient, such as in Exponential random graphical models (ERGMs) and Markov networks, we construct a…
We study offline change point localization and inference in dynamic multilayer random dot product graphs (D-MRDPGs), where at each time point, a multilayer network is observed with shared node latent positions and time-varying,…
We consider the sequential change-point detection for asynchronous multi-sensors, where each sensor observe a signal (due to change-point) at different times. We propose an asynchronous Subspace-CUSUM procedure based on jointly estimating…
Data streams in real-world industrial scenarios often contain transitional operating conditions that are uncovered during offline training, leading to significant distribution shifts. To bridge the gap between static offline models and…
We present a novel scheme to boost detection power for kernel maximum mean discrepancy based sequential change-point detection procedures. Our proposed scheme features an optimal sub-sampling of the history data before the detection…
We propose a general and flexible procedure for testing multiple hypotheses about sequential (or streaming) data that simultaneously controls both the false discovery rate (FDR) and false nondiscovery rate (FNR) under minimal assumptions…
The notion of concept drift refers to the phenomenon that the data generating distribution changes over time; as a consequence machine learning models may become inaccurate and need adjustment. In this paper we consider the problem of…
Online testing procedures aim to control the extent of false discoveries over a sequence of hypothesis tests, allowing for the possibility that early-stage test results influence the choice of hypotheses to be tested in later stages.…
Aiming to improve the checkerboard corner detection robustness against the images with poor quality, such as lens distortion, extreme poses, and noise, we propose a novel detection algorithm which can maintain high accuracy on inputs under…
We consider the problem of learning in a non-stationary reinforcement learning (RL) environment, where the setting can be fully described by a piecewise stationary discrete-time Markov decision process (MDP). We introduce a variant of the…