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We present the group fused Lasso for detection of multiple change-points shared by a set of co-occurring one-dimensional signals. Change-points are detected by approximating the original signals with a constraint on the multidimensional…

Quantitative Methods · Quantitative Biology 2011-06-23 Kevin Bleakley , Jean-Philippe Vert

We propose estimation methods for change points in high-dimensional covariance structures with an emphasis on challenging scenarios with missing values. We advocate three imputation like methods and investigate their implications on common…

Machine Learning · Statistics 2020-10-26 Malte Londschien , Solt Kovács , Peter Bühlmann

Feature selection methods have an important role on the readability of data and the reduction of complexity of learning algorithms. In recent years, a variety of efforts are investigated on feature selection problems based on unsupervised…

Machine Learning · Computer Science 2019-12-12 Mohsen Ghassemi Parsa , Hadi Zare , Mehdi Ghatee

The aim of online change-point detection is for a accurate, timely discovery of structural breaks. As data dimension outgrows the number of data in observation, online detection becomes challenging. Existing methods typically test only the…

Machine Learning · Statistics 2022-03-17 Yang-Wen Sun , Katerina Papagiannouli , Vladimir Spokoiny

In general, the clustering problem is NP-hard, and global optimality cannot be established for non-trivial instances. For high-dimensional data, distance-based methods for clustering or classification face an additional difficulty, the…

Statistics Theory · Mathematics 2016-04-26 Tsvetan Asamov , Adi Ben-Israel

Many automated systems need the capability of automatic change detection without the given detection threshold. This paper presents an automated change detection algorithm in streaming multivariate data. Two overlapping windows are used to…

Databases · Computer Science 2013-11-05 Dang-Hoan Tran

This paper is concerned with the detection of multiple change-points in the joint distribution of independent categorical variables. The procedures introduced rely on model selection and are based on a penalized least-squares criterion.…

Statistics Theory · Mathematics 2008-01-08 Nathalie Akakpo

Micro-panel data are collected and analysed in many research and industry areas. Cluster analysis of micro-panel data is an unsupervised learning exploratory method identifying subgroup clusters in a data set which include homogeneous…

Machine Learning · Statistics 2018-07-17 Lukas Sobisek , Maria Stachova , Jan Fojtik

A new interpoint distance-based measure is proposed to identify the optimal number of clusters present in a data set. Designed in nonparametric approach, it is independent of the distribution of given data. Interpoint distances between the…

Machine Learning · Computer Science 2022-10-18 Soumita Modak

A method for change point detection is proposed. We consider a univariate sequence of independent random variables with piecewise constant expectation and variance, apart from which the distribution may vary periodically. We aim to detect…

Methodology · Statistics 2021-06-23 Michael Messer

Without imposing prior distributional knowledge underlying multivariate time series of interest, we propose a nonparametric change-point detection approach to estimate the number of change points and their locations along the temporal axis.…

Methodology · Statistics 2021-05-13 Xiaodong Wang , Fushing Hsieh

Measuring similarity between two objects is the core operation in existing clustering algorithms in grouping similar objects into clusters. This paper introduces a new similarity measure called point-set kernel which computes the similarity…

Machine Learning · Computer Science 2022-01-07 Kai Ming Ting , Jonathan R. Wells , Ye Zhu

We introduce a framework for online changepoint detection and simultaneous model learning which is applicable to highly parametrized models, such as deep neural networks. It is based on detecting changepoints across time by sequentially…

Machine Learning · Computer Science 2020-10-08 Michalis K. Titsias , Jakub Sygnowski , Yutian Chen

We consider the problem of clustering data points in high dimensions, i.e. when the number of data points may be much smaller than the number of dimensions. Specifically, we consider a Gaussian mixture model (GMM) with non-spherical…

Statistics Theory · Mathematics 2014-06-10 Martin Azizyan , Aarti Singh , Larry Wasserman

A method for dimension reduction with clustering, classification, or discriminant analysis is introduced. This mixture model-based approach is based on fitting generalized hyperbolic mixtures on a reduced subspace within the paradigm of…

Methodology · Statistics 2017-10-09 Katherine Morris , Paul D. McNicholas

Detecting changes in high-dimensional vectors presents significant challenges, especially when the post-change distribution is unknown and time-varying. This paper introduces a novel robust algorithm for correlation change detection in…

Methodology · Statistics 2024-10-07 Assma Alghamdi , Taposh Banerjee , Jayant Rajgopal

We introduce and develop a novel approach to outlier detection based on adaptation of random subspace learning. Our proposed method handles both high-dimension low-sample size and traditional low-dimensional high-sample size datasets.…

Machine Learning · Statistics 2015-05-05 Bohan Liu , Ernest Fokoue

Many existing procedures for detecting multiple change-points in data sequences fail in frequent-change-point scenarios. This article proposes a new change-point detection methodology designed to work well in both infrequent and frequent…

Methodology · Statistics 2020-02-25 Piotr Fryzlewicz

Sequences of random objects arise from many real applications, including high throughput omic data and functional imaging data. Those sequences are usually dependent, non-linear, or even Non-Euclidean, and an important problem is…

Statistics Theory · Mathematics 2019-06-28 Xueqin Wang , Qiang Zhang , Wenliang Pan , Xin Chen , Heping Zhang

Clustering, a fundamental activity in unsupervised learning, is notoriously difficult when the feature space is high-dimensional. Fortunately, in many realistic scenarios, only a handful of features are relevant in distinguishing clusters.…

Machine Learning · Statistics 2020-10-23 Zhiyue Zhang , Kenneth Lange , Jason Xu