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We propose a novel family of test statistics to detect the presence of changepoints in a sequence of dependent, possibly multivariate, functional-valued observations. Our approach allows to test for a very general class of changepoints,…

Methodology · Statistics 2023-10-10 B. Cooper Boniece , Lajos Horváth , Lorenzo Trapani

We present a machine learning based approach for real-time monitoring of particle detectors. The proposed strategy evaluates the compatibility between incoming batches of experimental data and a reference sample representing the data…

High Energy Physics - Experiment · Physics 2023-03-13 Gaia Grosso , Nicolò Lai , Marco Letizia , Jacopo Pazzini , Marco Rando , Andrea Wulzer , Marco Zanetti

Change point detection (CPD) aims to locate abrupt property changes in time series data. Recent CPD methods demonstrated the potential of using deep learning techniques, but often lack the ability to identify more subtle changes in the…

Machine Learning · Computer Science 2021-07-21 Tim De Ryck , Maarten De Vos , Alexander Bertrand

We consider a well defined joint detection and parameter estimation problem. By combining the Baysian formulation of the estimation subproblem with suitable constraints on the detection subproblem we develop optimum one- and two-step test…

Applications · Statistics 2011-01-27 George V. Moustakides , Guido H. Jajamovich , Ali Tajer , Xiaodong Wang

We are experiencing an explosion in the amount of sensors measuring our activities and the world around us. These sensors are spread throughout the built environment and can help us perform state estimation and control of related systems,…

Systems and Control · Computer Science 2018-02-06 Matthew A. Wright , Roberto Horowitz

Motivated by a condition monitoring application arising from subsea engineering we derive a novel, scalable approach to detecting anomalous mean structure in a subset of correlated multivariate time series. Given the need to analyse such…

Methodology · Statistics 2021-04-02 Martin Tveten , Idris A. Eckley , Paul Fearnhead

Change-point analysis has been successfully applied to the detect changes in multivariate data streams over time. In many applications, when data are observed over a graph/network, change does not occur simultaneously but instead spread…

Methodology · Statistics 2023-06-21 Hanqing Cai , Tengyao Wang

Change point detection is becoming increasingly popular in many application areas. On one hand, most of the theoretically-justified methods are investigated in an ideal setting without model violations, or merely robust against identical…

Methodology · Statistics 2021-10-26 Mengchu Li , Yi Yu

Using the measurements collected at a number of known locations by a moving binary sensor, characterised by an unknown threshold, the problem is to estimate the parameters of a biochemical source, continuously releasing material into the…

Applications · Statistics 2016-08-24 Branko Ristic , Ajith Gunatilaka , Ralph Gailis

A Bayesian approach is developed to analyze change points in multivariate time series and space-time data. The methodology is used to assess the impact of extended inundation on the ecosystem of the Gulf Plains bioregion in northern…

Methodology · Statistics 2013-06-21 Chris Strickland , Robert Burdett , Robert Denham , Robert Kohn , Kerrie Mengersen

We propose a novel change-point detection method based on online Dynamic Mode Decomposition with control (ODMDwC). Leveraging ODMDwC's ability to find and track linear approximation of a non-linear system while incorporating control…

Artificial Intelligence · Computer Science 2024-08-20 Marek Wadinger , Michal Kvasnica , Yoshinobu Kawahara

The article addresses the problem of detecting presence and location of a small low emission source inside of an object, when the background noise dominates. This problem arises, for instance, in some homeland security applications. The…

Statistics Theory · Mathematics 2015-05-28 Xiaolei Xun , Bani Mallick , Raymond J. Carroll , Peter Kuchment

We consider the challenge of efficiently detecting changes within a network of sensors, where we also need to minimise communication between sensors and the cloud. We propose an online, communication-efficient method to detect such changes.…

Methodology · Statistics 2024-04-11 Ziyang Yang , Idris A. Eckley , Paul Fearnhead

In clinical trials, ensuring the quality and validity of data for downstream analysis and results is paramount, thus necessitating thorough data monitoring. This typically involves employing edit checks and manual queries during data…

Other Statistics · Statistics 2026-01-15 Yuxi Zhao , Margaret Gamalo

We introduce a new method for high-dimensional, online changepoint detection in settings where a $p$-variate Gaussian data stream may undergo a change in mean. The procedure works by performing likelihood ratio tests against simple…

Methodology · Statistics 2020-10-13 Yudong Chen , Tengyao Wang , Richard J. Samworth

This paper investigates sequential change-point detection in reconfigurable sensor networks. In this problem, data from multiple sensors are observed sequentially. Each sensor can have a unique change point, and the data distribution…

Methodology · Statistics 2025-04-10 Seungwon Lee , Yunxiao Chen , Xiaoou Li

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…

Machine Learning · Computer Science 2022-01-12 Zhaohui Wang , Xiao Lin , Abhinav Mishra , Ram Sriharsha

We study the inverse problem of locating gas leaks from line-of-sight concentration measurements using a convection-diffusion model with the source term a Radon measure. By imposing sparsity-promoting regularisation on this measure, we…

Analysis of PDEs · Mathematics 2026-05-13 Thi Tam Dang , Tuomo Valkonen

We present a simple, analytic point source model for both static and time-varying point-like heat sources and the resulting temperature profile that solves the heat equation in dimension three. Simple algorithms to detect the location and…

Numerical Analysis · Mathematics 2019-07-01 Janne P. Tamminen

We address the new problem of estimating a piece-wise constant signal with the purpose of detecting its change points and the levels of clusters. Our approach is to model it as a nonparametric penalized least square model selection on a…

Machine Learning · Statistics 2019-12-04 Othmane Mazhar , Cristian R. Rojas , Carlo Fischione , Mohammad R. Hesamzadeh