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Changes in the statistical properties of a stochastic process are typically assumed to occur via change-points, which demark instantaneous moments of complete and total change in process behavior. In cases where these transitions occur…

Machine Learning · Statistics 2022-05-06 Chris Browne

The objective of change-point detection is to discover abrupt property changes lying behind time-series data. In this paper, we present a novel statistical change-point detection algorithm based on non-parametric divergence estimation…

Machine Learning · Statistics 2015-03-20 Song Liu , Makoto Yamada , Nigel Collier , Masashi Sugiyama

In this paper we present novel methodology for automatic anomaly and switch event filtering to improve load estimation in power grid systems. By leveraging unsupervised methods with supervised optimization, our approach prioritizes…

Machine Learning · Computer Science 2024-10-24 Roel Bouman , Linda Schmeitz , Luco Buise , Jacco Heres , Yuliya Shapovalova , Tom Heskes

Change detection involves segmenting sequential data such that observations in the same segment share some desired properties. Multivariate change detection continues to be a challenging problem due to the variety of ways change points can…

Methodology · Statistics 2018-10-16 Wenyu Zhang , Daniel Gilbert , David Matteson

Mitigating anthropogenic methane sources is one of the most cost-effective levers to slow down global warming. While satellite-based imaging spectrometers, such as EMIT, PRISMA, and EnMAP, can detect these point sources, current methane…

Inferring the source information of greenhouse gases, such as methane, from spatially sparse sensor observations is an essential element in mitigating climate change. While it is well understood that the complex behavior of the atmospheric…

Machine Learning · Computer Science 2022-11-03 Arka Daw , Kyongmin Yeo , Anuj Karpatne , Levente Klein

We describe our process for automatic detection of performance changes for a software product in the presence of noise. A large collection of tests run periodically as changes to our software product are committed to our source repository,…

Software Engineering · Computer Science 2020-03-03 David Daly , William Brown , Henrik Ingo , Jim O'Leary , David Bradford

We develop a mixture procedure to monitor parallel streams of data for a change-point that affects only a subset of them, without assuming a spatial structure relating the data streams to one another. Observations are assumed initially to…

Statistics Theory · Mathematics 2013-05-10 Yao Xie , David Siegmund

A change point problem occurs in many statistical applications. If there exist change points in a model, it is harmful to make a statistical analysis without any consideration of the existence of the change points and the results derived…

Methodology · Statistics 2011-01-24 Xiaoping Shi , Yuehua Wu , Baisuo Jin

Single fault sequential change point problems have become important in modeling for various phenomena in large distributed systems, such as sensor networks. But such systems in many situations present multiple interacting faults. For…

Information Theory · Computer Science 2015-03-17 Ram Rajagopal , XuanLong Nguyen , Sinem Coleri Ergen , Pravin Varaiya

Methane is one of the most potent greenhouse gases, and its short atmospheric half-life makes it a prime target to rapidly curb global warming. However, current methane emission monitoring techniques primarily rely on approximate emission…

Geophysics · Physics 2023-08-23 Bertrand Rouet-Leduc , Thomas Kerdreux , Alexandre Tuel , Claudia Hulbert

Statistical models often require inputs that are not completely known. This can occur when inputs are measured with error, indirectly, or when they are predicted using another model. In environmental epidemiology, air pollution exposure is…

Methodology · Statistics 2025-12-23 Konstantin Larin , Daniel R. Kowal

Leak detection in gas pipelines is an important and persistent problem in the Oil and Gas industry. This is particularly important as pipelines are the most common way of transporting natural gas. This research aims to study the ability of…

Machine Learning · Computer Science 2022-09-22 Adebayo Oshingbesan

We consider Bayesian analysis of a class of multiple changepoint models. While there are a variety of efficient ways to analyse these models if the parameters associated with each segment are independent, there are few general approaches…

Computation · Statistics 2009-10-19 Paul Fearnhead , Zhen Liu

We propose an algorithm for simultaneously detecting and locating changepoints in a time series, and a framework for predicting the distribution of the next point in the series. The kernel of the algorithm is a system of equations that…

Applications · Statistics 2008-12-09 Allen B. Downey

We consider the problem of change-point detection in multivariate time-series. The multivariate distribution of the observations is supposed to follow a graphical model, whose graph and parameters are affected by abrupt changes throughout…

Machine Learning · Statistics 2016-06-20 Loïc Schwaller , Stéphane Robin

Sudden changes are ubiquitous in nature. Identifying them is of crucial importance for a number of applications in medicine, biology, geophysics, and social sciences. Here we investigate the problem in the quantum domain, considering a…

Quantum Physics · Physics 2016-10-12 Gael Sentís , Emilio Bagan , John Calsamiglia , Giulio Chiribella , Ramon Munoz-Tapia

In the regime of change-point detection, a nonparametric framework based on scan statistics utilizing graphs representing similarities among observations is gaining attention due to its flexibility and good performances for high-dimensional…

Methodology · Statistics 2021-09-16 Hoseung Song , Hao Chen

Detecting machine failures promptly is of utmost importance in industry for maintaining efficiency and minimizing downtime. This paper introduces a failure detection algorithm based on quantum computing and a statistical change-point…

Quantum Physics · Physics 2026-01-23 Larry Bowden , Qi Chu , Bernard Cena , Kentaro Ohno , Bob Parney , Deepak Sharma , Mitsuharu Takeori

In this paper the problem of retrospective change-point detection and estimation in multivariate linear models is considered. The lower bounds for the error of change-point estimation are proved in different cases (one change-point:…

Statistics Theory · Mathematics 2011-10-27 Boris Brodsky , Boris Darkhovsky