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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

The Minimum Cost Multicut Problem (MP) is a popular way for obtaining a graph decomposition by optimizing binary edge labels over edge costs. While the formulation of a MP from independently estimated costs per edge is highly flexible and…

Computer Vision and Pattern Recognition · Computer Science 2021-12-13 Steffen Jung , Sebastian Ziegler , Amirhossein Kardoost , Margret Keuper

Change point detection plays a fundamental role in many real-world applications, where the goal is to analyze and monitor the behaviour of a data stream. In this paper, we study change detection in binary streams. To this end, we use a…

Machine Learning · Computer Science 2023-01-24 Nikolaj Tatti

In this paper, we propose a new method for offline change-point detection on some parameters of the distribution of a random vector. We introduce a penalized maximum likelihood approach that can be efficiently computed by a dynamic…

Methodology · Statistics 2021-11-22 Lucas Prates , Renan B Lemes , Tábita Hünemeier , Florencia Leonardi

We consider the offline change point detection and localization problem in the context of piecewise stationary networks, where the observable is a finite sequence of networks. We develop algorithms involving some suitably modified CUSUM…

In this paper we consider change-points in multiple sequences with the objective of minimizing the estimation error of a sequence by making use of information from other sequences. This is in contrast to recent interest on change-points in…

Statistics Theory · Mathematics 2023-02-02 Hock Peng Chan

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

From a machine learning point of view, identifying a subset of relevant features from a real data set can be useful to improve the results achieved by classification methods and to reduce their time and space complexity. To achieve this…

Machine Learning · Computer Science 2017-05-23 Pietro Cassara , Alessandro Rozza , Mirco Nanni

This work explores use of novel advances in best subset selection for regression modelling via continuous optimization for offline change point detection and estimation in univariate Gaussian data sequences. The approach exploits…

Methodology · Statistics 2024-07-08 Hans Reimann , Sarat Moka , Georgy Sofronov

We consider the problem of efficient on-line anomaly detection in computer network traffic. The problem is approached statistically, as that of sequential (quickest) changepoint detection. A multi-cyclic setting of quickest change detection…

Applications · Statistics 2013-07-23 Alexander G. Tartakovsky , Aleksey S. Polunchenko , Grigory Sokolov

We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions with a common variance factor and piecewise-constant but…

Statistics Theory · Mathematics 2020-11-16 Yi Yu , Oscar Hernan Madrid Padilla , Daren Wang , Alessandro Rinaldo

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

Active learning is a promising alternative to alleviate the issue of high annotation cost in the computer vision tasks by consciously selecting more informative samples to label. Active learning for object detection is more challenging and…

Computer Vision and Pattern Recognition · Computer Science 2022-04-19 Jiaxi Wu , Jiaxin Chen , Di Huang

This paper considers the constrained sampling multi-stream quickest change detection problem, also known as the bandit quickest change detection problem. One stream contains a change-point that shifts its mean by an unknown amount. The goal…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Joshua Kartzman , Calvin Hawkins , Matthew Hale

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

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

We consider the problem of breakpoint detection in a regression modeling framework. To that end, we introduce a novel method, the max-EM algorithm which combines a constrained Hidden Markov Model with the Classification-EM (CEM) algorithm.…

Computation · Statistics 2024-10-14 Modibo Diabaté , Grégory Nuel , Olivier Bouaziz

This paper investigates a novel offline change-point detection problem from an information-theoretic perspective. In contrast to most related works, we assume that the knowledge of the underlying pre- and post-change distributions are not…

Information Theory · Computer Science 2021-10-05 Haiyun He , Qiaosheng Zhang , Vincent Y. F. Tan

A novel sequential change detection problem is proposed, in which the goal is to not only detect but also accelerate the change. Specifically, it is assumed that the sequentially collected observations are responses to treatments selected…

Statistics Theory · Mathematics 2024-06-24 Yanglei Song , Georgios Fellouris

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