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Related papers: Graph-based multiple change-point detection

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We propose a bootstrap-based test to detect a mean shift in a sequence of high-dimensional observations with unknown time-varying heteroscedasticity. The proposed test builds on the U-statistic based approach in Wang et al. (2022), targets…

Methodology · Statistics 2023-11-17 Teng Wu , Stanislav Volgushev , Xiaofeng Shao

Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress in this topic, but there is remaining limitations. One major…

Machine Learning · Computer Science 2020-09-07 Hang Zhao , Yujing Wang , Juanyong Duan , Congrui Huang , Defu Cao , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

We introduce a new methodology for model selection in the context of modeling network data. The statistical network analysis literature has developed many different classes of network data models, with notable model classes including…

Methodology · Statistics 2023-01-10 Jairo Ivan Peña Hidalgo , Jonathan R. Stewart

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

This paper investigates a novel offline change-point detection problem from an information-theoretic perspective. In contrast to most related works, we assume that the knowledge of the underlying pre- and post-change distributions are not…

Information Theory · Computer Science 2021-10-05 Haiyun He , Qiaosheng Zhang , Vincent Y. F. Tan

This paper proposes a multilayer graph model for the community detection from multiple observations. This is a very frequent situation, when different estimators are applied to infer graph edges from signals at its nodes, or when different…

Neurons and Cognition · Quantitative Biology 2024-10-23 Tiziana Cattai , Gaetano Scarano , Marie-Constance Corsi , Fabrizio De Vico Fallani , Stefania Colonnese

In this paper, we propose a new approach for keypoint-based object detection. Traditional keypoint-based methods consist in classifying individual points and using pose estimation to discard misclassifications. Since a single point carries…

Computer Vision and Pattern Recognition · Computer Science 2009-02-02 Marcelo Hashimoto , Roberto M. Cesar

High dimensional piecewise stationary graphical models represent a versatile class for modelling time varying networks arising in diverse application areas, including biology, economics, and social sciences. There has been recent work in…

Machine Learning · Statistics 2018-06-21 Hossein Keshavarz , George Michailidis , Yves Atchade

The ability to detect change-points in a dynamic network or a time series of graphs is an increasingly important task in many applications of the emerging discipline of graph signal processing. This paper formulates change-point detection…

Applications · Statistics 2023-07-19 Heng Wang , Minh Tang , Youngser Park , Carey E. Priebe

We propose a method that performs anomaly detection and localisation within heterogeneous data using a pairwise undirected mixed graphical model. The data are a mixture of categorical and quantitative variables, and the model is learned…

Machine Learning · Statistics 2016-07-21 Romain Laby , François Roueff , Alexandre Gramfort

We present a novel method for determining multi-fractal properties from experimental data. It is based on maximising the likelihood that the given finite data set comes from a particular set of parameters in a multi-parameter family of well…

chao-dyn · Physics 2009-10-28 A. J. Roberts , A. Cronin

In this paper, I propose a general algorithm for multiple change point analysis via multivariate distribution-free nonparametric testing based on the concept of ranks that are defined by measure transportation. Multivariate ranks and the…

Methodology · Statistics 2021-11-09 Amanda Ng

Data in the form of graphs, or networks, arise naturally in a number of contexts; examples include social networks and biological networks. We are often faced with the availability of multiple graphs on a single set of nodes. In this…

Methodology · Statistics 2018-11-30 Agnes Martine Nielsen , Daniela Witten

Two-sample tests for multivariate data and especially for non-Euclidean data are not well explored. This paper presents a novel test statistic based on a similarity graph constructed on the pooled observations from the two samples. It can…

Methodology · Statistics 2024-08-12 Hao Chen , Jerome H. Friedman

In this article, we propose a class of test statistics for a change point in the mean of high-dimensional independent data. Our test integrates the U-statistic based approach in a recent work by \cite{hdcp} and the $L_q$-norm based…

Methodology · Statistics 2021-02-01 Yangfan Zhang , Runmin Wang , Xiaofeng Shao

We propose a new unsupervised and non-parametric method to detect change points in intricate quasi-periodic signals. The detection relies on optimal transport theory combined with topological analysis and the bootstrap procedure. The…

Machine Learning · Computer Science 2022-11-15 Nikolay Shvetsov , Nazar Buzun , Dmitry V. Dylov

This paper proposes an adaptive graph-based approach for multi-label image classification. Graph-based methods have been largely exploited in the field of multi-label classification, given their ability to model label correlations.…

Computer Vision and Pattern Recognition · Computer Science 2024-07-23 Indel Pal Singh , Enjie Ghorbel , Oyebade Oyedotun , Djamila Aouada

Most studies in real time change-point detection either focus on the linear model or use the CUSUM method under classical assumptions on model errors. This paper considers the sequential change-point detection in a nonlinear quantile model.…

Statistics Theory · Mathematics 2016-05-03 Gabriela Ciuperca

Data objects taking value in a general metric space have become increasingly common in modern data analysis. In this paper, we study two important statistical inference problems, namely, two-sample testing and change-point detection, for…

Methodology · Statistics 2023-07-11 Feiyu Jiang , Changbo Zhu , Xiaofeng Shao

Fashion recommendation systems are highly desired by customers to find visually-collocated fashion items, such as clothes, shoes, bags, etc. While existing methods demonstrate promising results, they remain lacking in flexibility and…

Computer Vision and Pattern Recognition · Computer Science 2020-03-12 Xin Liu , Yongbin Sun , Ziwei Liu , Dahua Lin