Related papers: Narrowest Significance Pursuit: inference for mult…
Data scarcity poses a serious threat to modern machine learning and artificial intelligence, as their practical success typically relies on the availability of big datasets. One effective strategy to mitigate the issue of insufficient data…
Likelihood-free methods are an essential tool for performing inference for implicit models which can be simulated from, but for which the corresponding likelihood is intractable. However, common likelihood-free methods do not scale well to…
High-dimensional inference methods often rely on coefficient sparsity, an assumption that can be restrictive when signals are dense but individually weak. In such settings, valid inference may still be possible if the covariates exhibit…
In a world with data that change rapidly and abruptly, it is important to detect those changes accurately. In this paper we describe an R package implementing a generalized version of an algorithm recently proposed by Hocking et al. [2020]…
Solving combinatorial optimization problems involve satisfying a set of hard constraints while optimizing some objectives. In this context, exact or approximate methods can be used. While exact methods guarantee the optimal solution, they…
We propose a graph-based tracking formulation for multi-object tracking (MOT) where target detections contain kinematic information and re-identification features (attributes). Our method applies a successive shortest paths (SSP) algorithm…
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…
Time series segmentation aims to identify potential change-points in a sequence of temporally dependent data, so that the original sequence can be partitioned into several homogeneous subsequences. It is useful for modeling and predicting…
Binary segmentation, which is sequential in nature is thus far the most widely used method for identifying multiple change points in statistical models. Here we propose a top down methodology called arbitrary segmentation that proceeds in a…
Neural Processes (NPs) (Garnelo et al 2018a;b) approach regression by learning to map a context set of observed input-output pairs to a distribution over regression functions. Each function models the distribution of the output given an…
One common approach to detecting change-points is minimizing a cost function over possible numbers and locations of change-points. The framework includes several well-established procedures, such as the penalized likelihood and minimum…
Change point estimation in its offline version is traditionally performed by optimizing over the data set of interest, by considering each data point as the true location parameter and computing a data fit criterion. Subsequently, the data…
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…
Nearest Neighbor Search (NNS) is a central task in knowledge representation, learning, and reasoning. There is vast literature on efficient algorithms for constructing data structures and performing exact and approximate NNS. This paper…
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…
This paper introduces two new closely related betweenness centrality measures based on the Randomized Shortest Paths (RSP) framework, which fill a gap between traditional network centrality measures based on shortest paths and more recent…
We propose an original and general NOn-SEgmental (NOSE) approach for the detection of multiple change-points. NOSE identifies change-points by the non-negligibility of posterior estimates of the jump heights. Alternatively, under the…
The convolutional sparse model has recently gained increasing attention in the signal and image processing communities, and several methods have been proposed for solving the pursuit problem emerging from it -- in particular its convex…
Accurate precipitation estimation is critical for flood forecasting, water resource management, and disaster preparedness. Satellite products provide global hourly coverage but contain systematic biases; ground-based gauges are accurate at…
We propose a novel and unified framework for change-point estimation in multivariate time series. The proposed method is fully nonparametric, enjoys effortless tuning and is robust to temporal dependence. One salient and distinct feature of…