English
Related papers

Related papers: Practical and powerful kernel-based change-point d…

200 papers

Change-point detection, detecting an abrupt change in the data distribution from sequential data, is a fundamental problem in statistics and machine learning. CUSUM is a popular statistical method for online change-point detection due to…

Machine Learning · Computer Science 2024-03-12 Tingnan Gong , Junghwan Lee , Xiuyuan Cheng , Yao Xie

Kernel embeddings have emerged as a powerful tool for representing probability measures in a variety of statistical inference problems. By mapping probability measures into a reproducing kernel Hilbert space (RKHS), kernel embeddings enable…

Machine Learning · Statistics 2024-10-31 Dino Sejdinovic

The recent development of artificial intelligence (AI) technology, especially the advance of deep neural network (DNN) technology, has revolutionized many fields. While DNN plays a central role in modern AI technology, it has been rarely…

Machine Learning · Statistics 2023-12-07 Tingting Hou , Chang Jiang , Qing Lu

We propose an efficient distributed online learning protocol for low-latency real-time services. It extends a previously presented protocol to kernelized online learners that represent their models by a support vector expansion. While such…

Machine Learning · Computer Science 2019-12-02 Michael Kamp , Sebastian Bothe , Mario Boley , Michael Mock

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

Are two sets of observations drawn from the same distribution? This problem is a two-sample test. Kernel methods lead to many appealing properties. Indeed state-of-the-art approaches use the $L^2$ distance between kernel-based distribution…

Machine Learning · Statistics 2019-10-02 M. Scetbon , G. Varoquaux

We propose a novel family of test statistics to detect the presence of changepoints in a sequence of dependent, possibly multivariate, functional-valued observations. Our approach allows to test for a very general class of changepoints,…

Methodology · Statistics 2023-10-10 B. Cooper Boniece , Lajos Horváth , Lorenzo Trapani

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

A new method for hierarchical clustering is presented. It combines treelets, a particular multiscale decomposition of data, with a projection on a reproducing kernel Hilbert space. The proposed approach, called kernel treelets (KT),…

Machine Learning · Statistics 2019-07-24 Hedi Xia , Hector D. Ceniceros

Power awareness is fast becoming immensely important in computing, ranging from the traditional High Performance Computing applications, to the new generation of data centric workloads. In this work we describe our efforts towards a power…

Mathematical Software · Computer Science 2014-05-20 Pavel Klavík , A. Cristiano I. Malossi , Constantin Bekas , Alessandro Curioni

The empirical success of deep convolutional networks on tasks involving high-dimensional data such as images or audio suggests that they can efficiently approximate certain functions that are well-suited for such tasks. In this paper, we…

Machine Learning · Statistics 2022-03-22 Alberto Bietti

Models like support vector machines or Gaussian process regression often require positive semi-definite kernels. These kernels may be based on distance functions. While definiteness is proven for common distances and kernels, a proof for a…

Machine Learning · Computer Science 2018-07-11 Martin Zaefferer , Thomas Bartz-Beielstein , Günter Rudolph

The problem of change-point estimation is considered under a general framework where the data are generated by unknown stationary ergodic process distributions. In this context, the consistent estimation of the number of change-points is…

Machine Learning · Statistics 2013-02-15 Azaden Khaleghi , Daniil Ryabko

Kernel methods provide an elegant and principled approach to nonparametric learning, but so far could hardly be used in large scale problems, since na\"ive implementations scale poorly with data size. Recent advances have shown the benefits…

Machine Learning · Computer Science 2020-11-30 Giacomo Meanti , Luigi Carratino , Lorenzo Rosasco , Alessandro Rudi

The impressive practical performance of neural networks is often attributed to their ability to learn low-dimensional data representations and hierarchical structure directly from data. In this work, we argue that these two phenomena are…

Machine Learning · Statistics 2025-10-06 Libin Zhu , Damek Davis , Dmitriy Drusvyatskiy , Maryam Fazel

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

We introduce propagation kernels, a general graph-kernel framework for efficiently measuring the similarity of structured data. Propagation kernels are based on monitoring how information spreads through a set of given graphs. They leverage…

Machine Learning · Statistics 2014-10-14 Marion Neumann , Roman Garnett , Christian Bauckhage , Kristian Kersting

Kernel-based hypothesis tests offer a flexible, non-parametric tool to detect high-order interactions in multivariate data, beyond pairwise relationships. Yet the scalability of such tests is limited by the computationally demanding…

Methodology · Statistics 2025-06-09 Zhaolu Liu , Robert L. Peach , Mauricio Barahona

Change-point detection (CPD) involves identifying distributional changes in a sequence of independent observations. Among nonparametric methods, rank-based methods are attractive due to their robustness and effectiveness and have been…

Methodology · Statistics 2025-11-13 Doudou Zhou , Hao Chen

We investigate the online detection of changepoints in the distribution of a sequence of observations using degenerate U-statistic-type processes. We study weighted versions of: an ordinary, CUSUM-type scheme, a Page-CUSUM-type scheme, and…

Statistics Theory · Mathematics 2025-10-28 Cooper Boniece , Lajos Horvath , Lorenzo Trapani