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Change-point detection studies the problem of detecting the changes in the underlying distribution of the data stream as soon as possible after the change happens. Modern large-scale, high-dimensional, and complex streaming data call for…

Statistics Theory · Mathematics 2023-06-05 Haoyun Wang , Yao Xie

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

The detection of change-points in a spatially or time ordered data sequence is an important problem in many fields such as genetics and finance. We derive the asymptotic distribution of a statistic recently suggested for detecting…

Statistics Theory · Mathematics 2015-10-01 Gérard Biau , Kevin Bleakley , David Mason

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

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

Very long and noisy sequence data arise from biological sciences to social science including high throughput data in genomics and stock prices in econometrics. Often such data are collected in order to identify and understand shifts in…

Methodology · Statistics 2016-07-15 Yue S. Niu , Ning Hao , Heping Zhang

Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…

Methodology · Statistics 2013-10-16 David S. Matteson , Nicholas A. James

Sequential sensor data is generated in a wide variety of practical applications. A fundamental challenge involves learning effective classifiers for such sequential data. While deep learning has led to impressive performance gains in recent…

Machine Learning · Computer Science 2020-10-07 Nauman Ahad , Mark A. Davenport

A change point problem occurs in many statistical applications. If there exist change points in a model, it is harmful to make a statistical analysis without any consideration of the existence of the change points and the results derived…

Methodology · Statistics 2011-01-24 Xiaoping Shi , Yuehua Wu , Baisuo Jin

Moments when a time series changes its behavior are called change points. Occurrence of change point implies that the state of the system is altered and its timely detection might help to prevent unwanted consequences. In this paper, we…

Machine Learning · Computer Science 2026-03-10 Mikhail Hushchyn , Kenenbek Arzymatov , Denis Derkach

Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…

Statistics Theory · Mathematics 2021-12-14 Baron Michael , Malov Sergey

Classifier predictions often rely on the assumption that new observations come from the same distribution as training data. When the underlying distribution changes, so does the optimal classification rule, and performance may degrade. We…

Methodology · Statistics 2021-09-01 Ciaran Evans , Max G'Sell

The change point is a moment of an abrupt alteration in the data distribution. Current methods for change point detection are based on recurrent neural methods suitable for sequential data. However, recent works show that transformers based…

Machine Learning · Computer Science 2022-04-19 Anna Dmitrienko , Evgenia Romanenkova , Alexey Zaytsev

Detecting change-points in data is challenging because of the range of possible types of change and types of behaviour of data when there is no change. Statistically efficient methods for detecting a change will depend on both of these…

Machine Learning · Statistics 2024-08-29 Jie Li , Paul Fearnhead , Piotr Fryzlewicz , Tengyao Wang

Changepoint detection is commonly formulated by minimizing the sum of in-sample losses to quantify the model's overall fit. However, for flexible modeling procedures -- especially those involving high-dimensional parameter spaces or…

Methodology · Statistics 2026-05-05 Chengde Qian , Guanghui Wang , Zhaojun Wang , Changliang Zou

The interest for change detection in the field of remote sensing has increased in the last few years. Searching for changes in satellite images has many useful applications, ranging from land cover and land use analysis to anomaly…

Computer Vision and Pattern Recognition · Computer Science 2021-07-14 Antonio Di Pilato , Nicolò Taggio , Alexis Pompili , Michele Iacobellis , Adriano Di Florio , Davide Passarelli , Sergio Samarelli

Deep learning methodologies have been employed in several different fields, with an outstanding success in image recognition applications, such as material quality control, medical imaging, autonomous driving, etc. Deep learning models rely…

Computer Vision and Pattern Recognition · Computer Science 2022-03-11 Saul Calderon-Ramirez , Shengxiang Yang , David Elizondo

In multiple change-point problems, different data segments often follow different distributions, for which the changes may occur in the mean, scale or the entire distribution from one segment to another. Without the need to know the number…

Statistics Theory · Mathematics 2014-05-29 Changliang Zou , Guosheng Yin , Long Feng , Zhaojun Wang

Interactions among people or objects are often dynamic in nature and can be represented as a sequence of networks, each providing a snapshot of the interactions over a brief period of time. An important task in analyzing such evolving…

Social and Information Networks · Computer Science 2016-06-17 Leto Peel , Aaron Clauset

The performance of machine learning models relies heavily on the quality of input data, yet real-world applications often face significant data-related challenges. A common issue arises when curating training data or deploying models: two…

Machine Learning · Computer Science 2025-09-24 Varun Babbar , Zhicheng Guo , Cynthia Rudin
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