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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

In order to use psychometric instruments to assess a multidimensional construct, we may decompose it in dimensions and, in order to assess each dimension, develop a set of items, so one may assess the construct as a whole, by assessing its…

Methodology · Statistics 2018-02-02 Diego Marcondes , Nilton Rogerio Marcondes

Item response theory (IRT) models have been widely used in educational measurement testing. When there are repeated observations available for individuals through time, a dynamic structure for the latent trait of ability needs to be…

Applications · Statistics 2013-04-17 Xiaojing Wang , James O. Berger , Donald S. Burdick

Machine learning models are essential tools in various domains, but their performance can degrade over time due to changes in data distribution or other factors. On one hand, detecting and addressing such degradations is crucial for…

Machine Learning · Computer Science 2023-09-28 Florian Heinrichs

Changepoint models typically assume the data within each segment are independent and identically distributed conditional on some parameters which change across segments. This construction may be inadequate when data are subject to local…

Methodology · Statistics 2021-11-10 Karl L. Hallgren , Nicholas A. Heard , Niall M. Adams

Many time series exhibit changes both in level and in variability. Generally, it is more important to detect a change in the level, and changing or smoothly evolving variability can confound existing tests. This paper develops a framework…

Statistics Theory · Mathematics 2016-12-09 Tomasz Gorecki , Lajos Horvath , Piotr Kokoszka

The question whether a time series behaves as a random walk or as a station- ary process is an important and delicate problem, particularly arising in financial statistics, econometrics, and engineering. This paper studies the problem to…

Probability · Mathematics 2010-01-13 Ansgar Steland

We propose a new framework for the detection of change-points in online, sequential data analysis. The approach utilizes nearest neighbor information and can be applied to sequences of multivariate observations or non-Euclidean data…

Methodology · Statistics 2018-05-01 Hao Chen

A method for change point detection is proposed. We consider a univariate sequence of independent random variables with piecewise constant expectation and variance, apart from which the distribution may vary periodically. We aim to detect…

Methodology · Statistics 2021-06-23 Michael Messer

Change-point analysis is a flexible and computationally tractable tool for the analysis of times series data from systems that transition between discrete states and whose observables are corrupted by noise. The change-point algorithm is…

Data Analysis, Statistics and Probability · Physics 2015-05-22 Paul A. Wiggins , Colin H. LaMont

While there have been a lot of recent developments in the context of Bayesian model selection and variable selection for high dimensional linear models, there is not much work in the presence of change point in literature, unlike the…

Methodology · Statistics 2021-02-26 Nilabja Guha , Jyotishka Datta

Real-time online object tracking in videos constitutes a core task in computer vision, with wide-ranging applications including video surveillance, motion capture, and robotics. Deployed tracking systems usually lack formal safety…

Computer Vision and Pattern Recognition · Computer Science 2026-02-16 Alejandro Monroy Muñoz , Rajeev Verma , Alexander Timans

Sequential recommendations aim to capture users' preferences from their historical interactions so as to predict the next item that they will interact with. Sequential recommendation methods usually assume that all items in a user's…

Information Retrieval · Computer Science 2023-04-24 Yujie Lin , Chenyang Wang , Zhumin Chen , Zhaochun Ren , Xin Xin , Qiang Yan , Maarten de Rijke , Xiuzhen Cheng , Pengjie Ren

A new model for controlled sensing for multihypothesis testing is proposed and studied in the sequential setting. This new model, termed {\em controlled Markovian observation} model, exhibits a more complicated memory structure in the…

Optimization and Control · Mathematics 2014-07-01 Sirin Nitinawarat , Venupogal V. Veeravalli

In computerized adaptive testing (CAT), items (questions) are selected in real time based on the already observed responses, so that the ability of the examinee can be estimated as accurately as possible. This is typically formulated as a…

Statistics Theory · Mathematics 2015-01-08 Shiyu Wang , Georgios Fellouris , Hua-Hua Chang

We consider an evolving system for which a sequence of observations is being made, with each observation revealing additional information about current and past states of the system. We suppose each observation is made without error, but…

Computation · Statistics 2021-03-10 Valentina Di Marco , Jonathan Keith

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

Machine learning systems deployed in the real world must operate under dynamic and often unpredictable distribution shifts. This challenges the validity of statistical safety assurances on the system's risk established beforehand. Common…

Machine Learning · Statistics 2025-06-23 Alexander Timans , Rajeev Verma , Eric Nalisnick , Christian A. Naesseth

We examine a controlled school choice model where students are categorized into different types, and the distribution of these types within a school influences its priority structure. This study provides a general framework that integrates…

Theoretical Economics · Economics 2025-03-25 Minoru Kitahara , Yasunori Okumura

The problem of sequential anomaly detection is considered, where multiple data sources are monitored in real time and the goal is to identify the "anomalous" ones among them, when it is not possible to sample all sources at all times. A…

Statistics Theory · Mathematics 2022-05-23 Aristomenis Tsopelakos , Georgios Fellouris