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In this paper we introduce a novel approach for an important problem of break detection. Specifically, we are interested in detection of an abrupt change in the covariance structure of a high-dimensional random process -- a problem, which…

Statistics Theory · Mathematics 2020-07-30 Valeriy Avanesov , Nazar Buzun

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

The performance of modern object detectors drops when the test distribution differs from the training one. Most of the methods that address this focus on object appearance changes caused by, e.g., different illumination conditions, or gaps…

Computer Vision and Pattern Recognition · Computer Science 2023-01-16 Vidit Vidit , Martin Engilberge , Mathieu Salzmann

The paper studies the problem of detecting and locating change points in multivariate time-evolving data. The problem has a long history in statistics and signal processing and various algorithms have been developed primarily for simple…

Machine Learning · Statistics 2025-03-13 Jialiang Geng , George Michailidis

The vast amount of unlabeled multi-temporal and multi-sensor remote sensing data acquired by the many Earth Observation satellites present a challenge for change detection. Recently, many generative model-based methods have been proposed…

Image and Video Processing · Electrical Eng. & Systems 2022-02-16 Yuxing Chen , Lorenzo Bruzzone

We study sequential change-point detection for spatio-temporal point processes, where actionable detection requires not only identifying when a distributional change occurs but also localizing where it manifests in space. While classical…

Methodology · Statistics 2026-02-05 Wenbin Zhou , Liyan Xie , Shixiang Zhu

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

Efficient tracking algorithms are a crucial part of particle tracking detectors. While a lot of work has been done in designing a plethora of algorithms, these usually require tedious tuning for each use case. (Weakly) supervised Machine…

Computer Vision and Pattern Recognition · Computer Science 2020-04-22 Mykhailo Vladymyrov , Akitaka Ariga

In many change point problems it is reasonable to assume that compared to a benchmark at a given time point $t_0$ the properties of the observed stochastic process change gradually over time for $t >t_0$. Often, these gradual changes are…

Methodology · Statistics 2025-04-23 Patrick Bastian , Holger Dette

Change detection is a quite challenging task due to the imbalance between unchanged and changed class. In addition, the traditional difference map generated by log-ratio is subject to the speckle, which will reduce the accuracy. In this…

Computer Vision and Pattern Recognition · Computer Science 2019-06-26 Rongfang Wang , Jie Zhang , Jia-Wei Chen , Licheng Jiao , Mi Wang

This paper presents a novel semantic scene change detection scheme with only weak supervision. A straightforward approach for this task is to train a semantic change detection network directly from a large-scale dataset in an end-to-end…

Computer Vision and Pattern Recognition · Computer Science 2022-09-07 Ken Sakurada , Mikiya Shibuya , Weimin Wang

We consider the testing and estimation of change-points -- locations where the distribution abruptly changes -- in a data sequence. A new approach, based on scan statistics utilizing graphs representing the similarity between observations,…

Methodology · Statistics 2015-02-18 Hao Chen , Nancy Zhang

Online detection of changes in stochastic systems, referred to as sequential change detection or quickest change detection, is an important research topic in statistics, signal processing, and information theory, and has a wide range of…

Statistics Theory · Mathematics 2021-04-12 Liyan Xie , Shaofeng Zou , Yao Xie , Venugopal V. Veeravalli

Automated analysis of complex systems based on multiple readouts remains a challenge. Change point detection algorithms are aimed to locating abrupt changes in the time series behaviour of a process. In this paper, we present a novel change…

Machine Learning · Computer Science 2023-10-05 Artem Ryzhikov , Mikhail Hushchyn , Denis Derkach

Change-point detection has been a classical problem in statistics and econometrics. This work focuses on the problem of detecting abrupt distributional changes in the data-generating distribution of a sequence of high-dimensional…

Methodology · Statistics 2021-05-20 Shubhadeep Chakraborty , Xianyang Zhang

This work develops techniques for the sequential detection and location estimation of transient changes in the volatility (standard deviation) of time series data. In particular, we introduce a class of change detection algorithms based on…

Systems and Control · Computer Science 2017-12-29 Alireza Ahrabian , Nazli Farajidavar , Clive Cheong-Took , Payam Barnaghi

Change detection plays an important role in most video-based applications. The first stage is to build appropriate background model, which is now becoming increasingly complex as more sophisticated statistical approaches are introduced to…

Computer Vision and Pattern Recognition · Computer Science 2014-05-27 Dong Liang , Shun'ichi Kaneko

We consider the problem of detecting multiple changepoints in large data sets. Our focus is on applications where the number of changepoints will increase as we collect more data: for example in genetics as we analyse larger regions of the…

Methodology · Statistics 2015-03-17 R. Killick , P. Fearnhead , I. A. Eckley

Changes in the statistical properties of a stochastic process are typically assumed to occur via change-points, which demark instantaneous moments of complete and total change in process behavior. In cases where these transitions occur…

Machine Learning · Statistics 2022-05-06 Chris Browne

The objective of the change-point detection is to discover the abrupt property changes lying behind the time-series data. In this paper, we firstly summarize the definition and in-depth implication of the changepoint detection. The next…

Machine Learning · Statistics 2019-08-21 Yixiao Li , Gloria Lin , Thomas Lau , Ruochen Zeng