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Consider the detection of a sparse change in high-dimensional time-series. We introduce Sparsity Likelihood-based (SL-based) score and the change-points detection procedure in multivariate normal model with general covariance structure.…

Methodology · Statistics 2025-07-30 Jingyan Huang

Deep learning models have become widely adopted in various domains, but their performance heavily relies on a vast amount of data. Datasets often contain a large number of irrelevant or redundant samples, which can lead to computational…

Audio and Speech Processing · Electrical Eng. & Systems 2023-09-22 Boris Bergsma , Marta Brzezinska , Oleg V. Yazyev , Milos Cernak

Clustering methods are popular for revealing structure in data, particularly in the high-dimensional setting common to contemporary data science. A central statistical question is, "are the clusters really there?" One pioneering method in…

Methodology · Statistics 2023-08-28 Thomas H. Keefe , J. S. Marron

Comparison of three kind of the clustering and find cost function and loss function and calculate them. Error rate of the clustering methods and how to calculate the error percentage always be one on the important factor for evaluating the…

Machine Learning · Computer Science 2014-11-14 Kamran Kowsari

We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions with a common variance factor and piecewise-constant but…

Statistics Theory · Mathematics 2020-11-16 Yi Yu , Oscar Hernan Madrid Padilla , Daren Wang , Alessandro Rinaldo

Supervised classification can be effective for prediction but sometimes weak on interpretability or explainability (XAI). Clustering, on the other hand, tends to isolate categories or profiles that can be meaningful but there is no…

Machine Learning · Computer Science 2021-04-27 Vincent Lemaire , Oumaima Alaoui Ismaili , Antoine Cornuéjols , Dominique Gay

In this paper we propose a new method for multiple change-point detection for piecewise-constant circular signals, a setting that, despite its importance in many scientific domains, remains comparatively under-explored. The proposed method,…

Methodology · Statistics 2026-03-12 Sophia Loizidou , Andreas Anastasiou , Christophe Ley

Clustering is one of the most fundamental problems in data analysis and it has been studied extensively in the literature. Though many clustering algorithms have been proposed, clustering theories that justify the use of these clustering…

Machine Learning · Computer Science 2016-02-22 Cheng-Shang Chang , Wanjiun Liao , Yu-Sheng Chen , Li-Heng Liou

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

We consider the problem of estimating the number of clusters (k) in a dataset. We propose a non-parametric approach to the problem that utilizes similarity graphs to construct a robust statistic that effectively captures similarity…

Methodology · Statistics 2025-06-13 Yichuan Bai , Lynna Chu

Time series, as frequently the case in neuroscience, are rarely stationary, but often exhibit abrupt changes due to attractor transitions or bifurcations in the dynamical systems producing them. A plethora of methods for detecting such…

Methodology · Statistics 2018-10-05 Hazem Toutounji , Daniel Durstewitz

The research described herewith investigates detecting change points of means and of variances in a sequence of observations. The number of change points can be divergent at certain rate as the sample size goes to infinity. We define a…

Methodology · Statistics 2020-03-04 Wenbiao Zhao , Xuehu Zhu , Lixing Zhu

Sequential change-point detection plays a critical role in numerous real-world applications, where timely identification of distributional shifts can greatly mitigate adverse outcomes. Classical methods commonly rely on parametric density…

Machine Learning · Statistics 2025-01-23 Wenbin Zhou , Liyan Xie , Zhigang Peng , Shixiang Zhu

Patchwork learning arises as a new and challenging data collection paradigm where both samples and features are observed in fragmented subsets. Due to technological limits, measurement expense, or multimodal data integration, such patchwork…

Methodology · Statistics 2024-06-21 Lili Zheng , Andersen Chang , Genevera I. Allen

Subspace clustering has been extensively studied from the hypothesis-and-test, algebraic, and spectral clustering based perspectives. Most assume that only a single type/class of subspace is present. Generalizations to multiple types are…

Computer Vision and Pattern Recognition · Computer Science 2019-04-04 Xun Xu , Loong-Fah Cheong , Zhuwen Li

Estimating the number of clusters (K) is a critical and often difficult task in cluster analysis. Many methods have been proposed to estimate K, including some top performers using resampling approach. When performing cluster analysis in…

Methodology · Statistics 2019-09-05 Yujia Li , Xiangrui Zeng , Chien-Wei Lin , George Tseng

Detecting change points sequentially in a streaming setting, especially when both the mean and the variance of the signal can change, is often a challenging task. A key difficulty in this context often involves setting an appropriate…

Methodology · Statistics 2022-11-01 Nauman Ahad , Mark A. Davenport , Yao Xie

High-dimensional streaming data are becoming increasingly ubiquitous in many fields. They often lie in multiple low-dimensional subspaces, and the manifold structures may change abruptly on the time scale due to pattern shift or occurrence…

Machine Learning · Statistics 2022-04-13 Ruiyu Xu , Jianguo Wu , Xiaowei Yue , Yongxiang Li

Big data, with NxP dimension where N is extremely large, has created new challenges for data analysis, particularly in the realm of creating meaningful clusters of data. Clustering techniques, such as K-means or hierarchical clustering are…

In this work, the possibility of clustering correlated random variables was examined, both because of their mutual similarity and because of their similarity to the principal components. The k-means algorithm and spectral algorithms were…

Machine Learning · Computer Science 2019-09-10 Zenon Gniazdowski , Dawid Kaliszewski