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Detecting changes in data streams is a vital task in many applications. There is increasing interest in changepoint detection in the online setting, to enable real-time monitoring and support prompt responses and informed decision-making.…

Methodology · Statistics 2024-05-27 Victor K. Khamesi , Niall M. Adams , Dean A. Bodenham , Edward A. K. Cohen

The problem of online change point detection is to detect abrupt changes in properties of time series, ideally as soon as possible after those changes occur. Existing work on online change point detection either assumes i.i.d data, focuses…

Machine Learning · Computer Science 2023-12-01 Lei Xin , George Chiu , Shreyas Sundaram

Given a finite sequence of graphs, e.g., coming from technological, biological, and social networks, the paper proposes a methodology to identify possible changes in stationarity in the stochastic process generating the graphs. In order to…

Machine Learning · Statistics 2021-02-11 Daniele Zambon , Cesare Alippi , Lorenzo Livi

Topological Data Analysis (TDA) is a rapidly growing field, which studies methods for learning underlying topological structures present in complex data representations. TDA methods have found recent success in extracting useful geometric…

Methodology · Statistics 2021-03-09 Xiaojun Zheng , Simon Mak , Yao Xie

In this paper, we study the offline change point localization problem in a sequence of dependent nonparametric random dot product graphs. To be specific, assume that at every time point, a network is generated from a nonparametric random…

Methodology · Statistics 2022-09-16 Oscar Hernan Madrid Padilla , Yi Yu , Carey E. Priebe

Topological data analysis (TDA) provides a set of data analysis tools for extracting embedded topological structures from complex high-dimensional datasets. In recent years, TDA has been a rapidly growing field which has found success in a…

Methodology · Statistics 2022-03-09 Xiaojun Zheng , Simon Mak , Liyan Xie , Yao Xie

Given new pairs of source and target point sets, standard point set registration methods often repeatedly conduct the independent iterative search of desired geometric transformation to align the source point set with the target one. This…

Graphics · Computer Science 2019-07-30 Lingjing Wang , Xiang Li , Jianchun Chen , Yi Fang

Change-point detection (CPD) aims to locate abrupt transitions in the generative model of a sequence of observations. When Bayesian methods are considered, the standard practice is to infer the posterior distribution of the change-point…

Machine Learning · Statistics 2019-10-23 Pablo Moreno-Muñoz , David Ramírez , Antonio Artés-Rodríguez

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 consider the detection and localization of change points in the distribution of an offline sequence of observations. Based on a nonparametric framework that uses a similarity graph among observations, we propose new test statistics when…

Methodology · Statistics 2021-03-05 Lizhen Nie , Dan L. Nicolae

Change Point Detection (CPD) methods identify the times associated with changes in the trends and properties of time series data in order to describe the underlying behaviour of the system. For instance, detecting the changes and anomalies…

Machine Learning · Computer Science 2021-03-08 Shohreh Deldari , Daniel V. Smith , Hao Xue , Flora D. Salim

Change-point detection in dynamic networks has received much attention due to its broad applications in social networks and biological systems. Kernel-based methods have shown strong potential for this problem. However, their performance…

Methodology · Statistics 2026-05-15 Mingxuan Sun , Hao Chen

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

Change point detection aims to identify abrupt shifts occurring at multiple points within a data sequence. This task becomes particularly challenging in the online setting, where different types of changes can occur, including shifts in…

Machine Learning · Computer Science 2024-10-29 Chengyuan Deng , Zhengzhang Chen , Xujiang Zhao , Haoyu Wang , Junxiang Wang , Haifeng Chen , Jie Gao

We propose a framework for online Change Point Detection (CPD) from multi-entity, multivariate time series data, motivated by applications in crowd monitoring where traditional sensing methods (e.g., video surveillance) may be infeasible.…

Signal Processing · Electrical Eng. & Systems 2025-09-24 Bahar Kor , Bipin Gaikwad , Abani Patra , Eric L. Miller

We study algorithms for online change-point detection (OCPD), where samples that are potentially heavy-tailed, are presented one at a time and a change in the underlying mean must be detected as early as possible. We present an algorithm…

Machine Learning · Statistics 2023-07-04 Abishek Sankararaman , Balakrishnan , Narayanaswamy

This paper studies the unsupervised change point detection problem in time series of networks using the Separable Temporal Exponential-family Random Graph Model (STERGM). Inherently, dynamic network patterns are complex due to dyadic and…

Methodology · Statistics 2025-09-01 Yik Lun Kei , Hangjian Li , Yanzhen Chen , Oscar Hernan Madrid Padilla

A change point detection (CPD) framework assisted by a predictive machine learning model called "Predict and Compare" is introduced and characterised in relation to other state-of-the-art online CPD routines which it outperforms in terms of…

Machine Learning · Computer Science 2024-06-05 Anna-Christina Glock , Florian Sobieczky , Johannes Fürnkranz , Peter Filzmoser , Martin Jech

The space of graphs is often characterised by a non-trivial geometry, which complicates learning and inference in practical applications. A common approach is to use embedding techniques to represent graphs as points in a conventional…

Machine Learning · Statistics 2024-03-26 Daniele Grattarola , Daniele Zambon , Cesare Alippi , Lorenzo Livi

In the regime of change-point detection, a nonparametric framework based on scan statistics utilizing graphs representing similarities among observations is gaining attention due to its flexibility and good performances for high-dimensional…

Methodology · Statistics 2021-09-16 Hoseung Song , Hao Chen