Related papers: Adversarially robust change point detection
We study the detection of a sparse change in a high-dimensional mean vector as a minimax testing problem. Our first main contribution is to derive the exact minimax testing rate across all parameter regimes for $n$ independent, $p$-variate…
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…
We consider the problem of change point detection for high-dimensional distributions in a location family when the dimension can be much larger than the sample size. In change point analysis, the widely used cumulative sum (CUSUM)…
Adversarial examples are input examples that are specifically crafted to deceive machine learning classifiers. State-of-the-art adversarial example detection methods characterize an input example as adversarial either by quantifying the…
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,…
Toward robust malware detection, we explore the attack surface of existing malware detection systems. We conduct root-cause analyses of the practical binary-level black-box adversarial malware examples. Additionally, we uncover the…
Structural changes occur in dynamic networks quite frequently and its detection is an important question in many situations such as fraud detection or cybersecurity. Real-life networks are often incompletely observed due to individual…
We consider learning in an adversarial environment, where an $\varepsilon$-fraction of samples from a distribution $P$ are arbitrarily modified (global corruptions) and the remaining perturbations have average magnitude bounded by $\rho$…
We address the sequential change-point detection problem for the Gaussian model where baseline distribution is Gaussian with variance \sigma^2 and mean \mu such that \sigma^2=a\mu, where a>0 is a known constant; the change is in \mu from…
Detection of change-points in a sequence of high-dimensional observations is a very challenging problem, and this becomes even more challenging when the sample size (i.e., the sequence length) is small. In this article, we propose some…
Offline change point detection retrospectively locates change points in a time series. Many nonparametric methods that target i.i.d. mean and variance changes fail in the presence of nonlinear temporal dependence, and model based methods…
The problem of quickest detection of a change in the distribution of a sequence of random variables is studied. The objective is to detect the change with the minimum possible delay, subject to constraints on the rate of false alarms and…
Changepoints are abrupt variations in the underlying distribution of data. Detecting changes in a data stream is an important problem with many applications. In this paper, we are interested in changepoint detection algorithms which operate…
We propose a novel approach for estimating the location of block boundaries (change-points) in a random matrix consisting of a block wise constant matrix observed in white noise. Our method consists in rephrasing this task as a variable…
This paper presents a number of new findings about the canonical change point estimation problem. The first part studies the estimation of a change point on the real line in a simple stump model using the robust Huber estimating function…
The problem of quickest detection of a change in the mean of a sequence of independent observations is studied. The pre-change distribution is assumed to be stationary, while the post-change distributions are allowed to be non-stationary.…
Detecting changepoints in datasets with many variates is a data science challenge of increasing importance. Motivated by the problem of detecting changes in the incidence of terrorism from a global terrorism database, we propose a novel…
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…
The problem of online change point detection is to detect abrupt changes in properties of time series, ideally as soon as possible after those changes occur. Existing work on online change point detection either assumes i.i.d data, focuses…
We introduce a robust and fully adaptive method for pointwise estimation in heteroscedastic regression. We allow for noise and design distributions that are unknown and fulfill very weak assumptions only. In particular, we do not impose…