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It is commonly required to detect change points in sequences of random variables. In the most difficult setting of this problem, change detection must be performed sequentially with new observations being constantly received over time.…

Methodology · Statistics 2015-05-08 Gordon J Ross

Change-point detection has been a classical problem in statistics and econometrics. This work focuses on the problem of detecting abrupt distributional changes in the data-generating distribution of a sequence of high-dimensional…

Methodology · Statistics 2021-05-20 Shubhadeep Chakraborty , Xianyang Zhang

Bayesian neural networks and deep ensemble methods have been proposed for uncertainty quantification; however, they are computationally intensive and require large storage. By utilizing a single deterministic model, we can solve the above…

Machine Learning · Computer Science 2025-08-04 Yaxin Ma , Benjamin Colburn , Jose C. Principe

The problem of detecting the presence of a signal that can lead to a disaster is studied. A decision-maker collects data sequentially over time. At some point in time, called the change point, the distribution of data changes. This change…

Signal Processing · Electrical Eng. & Systems 2023-03-07 Tim Brucks , Taposh Banerjee , Rahul Mishra

Distribution shifts are common in real-world datasets and can affect the performance and reliability of deep learning models. In this paper, we study two types of distribution shifts: diversity shifts, which occur when test samples exhibit…

Computer Vision and Pattern Recognition · Computer Science 2023-12-22 Alceu Bissoto , Catarina Barata , Eduardo Valle , Sandra Avila

Methods in the field of quickest change detection rapidly detect in real-time a change in the data-generating distribution of an online data stream. Existing methods have been able to detect this change point when the densities of the pre-…

Methodology · Statistics 2025-07-09 Sean Moushegian , Suya Wu , Enmao Diao , Jie Ding , Taposh Banerjee , Vahid Tarokh

In this work, we introduce statistical testing under distributional shifts. We are interested in the hypothesis $P^* \in H_0$ for a target distribution $P^*$, but observe data from a different distribution $Q^*$. We assume that $P^*$ is…

Methodology · Statistics 2022-05-03 Nikolaj Thams , Sorawit Saengkyongam , Niklas Pfister , Jonas Peters

Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the…

Machine Learning · Computer Science 2024-05-28 Yu-Jie Zhang , Zhen-Yu Zhang , Peng Zhao , Masashi Sugiyama

Detecting changes in high-dimensional time series is difficult because it involves the comparison of probability densities that need to be estimated from finite samples. In this paper, we present the first feature extraction method tailored…

Machine Learning · Computer Science 2015-03-19 Duncan Blythe , Paul von Bünau , Frank Meinecke , Klaus-Robert Müller

We describe a statistical hypothesis test for the presence of a signal. The test allows the researcher to fix the signal location and/or width a priori, or perform a search to find the signal region that maximizes the signal. The background…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Wolfgang Rolke , Angel Lopez

As the use of machine learning in high impact domains becomes widespread, the importance of evaluating safety has increased. An important aspect of this is evaluating how robust a model is to changes in setting or population, which…

Machine Learning · Computer Science 2021-03-16 Adarsh Subbaswamy , Roy Adams , Suchi Saria

The high structural deficient rate poses serious risks to the operation of many bridges and buildings. To prevent critical damage and structural collapse, a quick structural health diagnosis tool is needed during normal operation or…

Applications · Statistics 2018-12-10 Yizheng Liao , Anne S. Kiremidjian , Ram Rajagopal , Chin-Hsuing Loh

Multivariate change point detection is the process of identifying distributional shifts in time-ordered data across multiple features. This task is particularly challenging when the number of features is large relative to the number of…

We consider the detection and localization of change points in the distribution of an offline sequence of observations. Based on a nonparametric framework that uses a similarity graph among observations, we propose new test statistics when…

Methodology · Statistics 2021-03-05 Lizhen Nie , Dan L. Nicolae

This paper presents a technique which exploits the occurrence of certain events as observed by different sensors, to detect and classify objects. This technique explores the extent of dependence between features being observed by the…

Signal Processing · Electrical Eng. & Systems 2021-03-08 Siddharth Roheda , Hamid Krim , Zhi-Quan Luo , Tianfu Wu

Though remarkable progress has been achieved in various vision tasks, deep neural networks still suffer obvious performance degradation when tested in out-of-distribution scenarios. We argue that the feature statistics (mean and standard…

Computer Vision and Pattern Recognition · Computer Science 2022-04-25 Xiaotong Li , Yongxing Dai , Yixiao Ge , Jun Liu , Ying Shan , Ling-Yu Duan

The validation of data from sensors has become an important issue in the operation and control of modern industrial plants. One approach is to use knowledge based techniques to detect inconsistencies in measured data. This article presents…

Artificial Intelligence · Computer Science 2013-02-18 Pablo H. Ibarguengoytia , Luis Enrique Sucar , Sunil Vadera

In reliable decision-making systems based on machine learning, models have to be robust to distributional shifts or provide the uncertainty of their predictions. In node-level problems of graph learning, distributional shifts can be…

Machine Learning · Computer Science 2023-11-02 Gleb Bazhenov , Denis Kuznedelev , Andrey Malinin , Artem Babenko , Liudmila Prokhorenkova

Information in the time distribution of points in a state space reconstructed from observed data yields a test for ``nonstationarity''. Framed in terms of a statistical hypothesis test, this numerical algorithm can discern whether some…

chao-dyn · Physics 2008-02-03 Matthew B. Kennel

In a physical system, changing parameters such as temperature can induce a phase transition: an abrupt change from one state of matter to another. Analogous phenomena have recently been observed in large language models. Typically, the task…

Machine Learning · Computer Science 2024-05-28 Julian Arnold , Flemming Holtorf , Frank Schäfer , Niels Lörch