Related papers: Some Clustering-based Change-point Detection Metho…
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…
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…
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…
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…
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…
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…
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.…
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…
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…
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…
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.…
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…
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…
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…
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…
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…
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.…
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…
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…
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.…