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Related papers: Multiple change point detection in tensors

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The problem of detecting changes with multiple sensors has received significant attention in the literature. In many practical applications such as critical infrastructure monitoring and modeling of disease spread, a useful change…

Information Theory · Computer Science 2019-02-19 Mehmet Necip Kurt , Xiaodong Wang

Information theoretic measures (e.g. the Kullback Liebler divergence and Shannon mutual information) have been used for exploring possibly nonlinear multivariate dependencies in high dimension. If these dependencies are assumed to follow a…

Information Theory · Computer Science 2017-07-12 Kevin R. Moon , Morteza Noshad , Salimeh Yasaei Sekeh , Alfred O. Hero

A wavelet-based changepoint method is proposed that determines when the variability of the noise in a sequence of functional profiles goes out-of-control from a known, fixed value. The functional portion of the profiles are allowed to come…

Methodology · Statistics 2015-08-20 Vladimir J. Geneus , Eric Chicken , Jordan Cuevas , Joseph J. Pignatiello

In sequential change detection, existing performance measures differ significantly in the way they treat the time of change. By modeling this quantity as a random time, we introduce a general framework capable of capturing and better…

Statistics Theory · Mathematics 2008-12-18 George V. Moustakides

In modern business modeling and analytics, data monitoring plays a critical role. Nowadays, sophisticated models often rely on hundreds or even thousands of input variables. Over time, structural changes such as abrupt level shifts or trend…

Methodology · Statistics 2019-10-07 Yingbo Li , Robert Cezeaux , Di Yu

We demonstrate the use of matrix product state (MPS) models for discriminating quantum data on quantum computers using holographic algorithms, focusing on classifying a translationally invariant quantum state based on $L$ qubits of quantum…

Quantum Physics · Physics 2022-07-13 Michael L. Wall , Paraj Titum , Gregory Quiroz , Michael Foss-Feig , Kaden R. A. Hazzard

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

Tensor networks provide an efficient approximation of operations involving high dimensional tensors and have been extensively used in modelling quantum many-body systems. More recently, supervised learning has been attempted with tensor…

Computer Vision and Pattern Recognition · Computer Science 2021-07-02 Raghavendra Selvan , Erik B Dam , Jens Petersen

This paper proposes a new method for determining similarity and anomalies between time series, most practically effective in large collections of (likely related) time series, by measuring distances between structural breaks within such a…

Machine Learning · Computer Science 2020-12-01 Nick James , Max Menzies , Lamiae Azizi , Jennifer Chan

An anisotropic elasticity tensor can be approximated by the closest tensor belonging to a higher symmetry class. The closeness of tensors depends on the choice of a criterion. We compare the closest isotropic tensors obtained using four…

Geophysics · Physics 2016-04-14 Tomasz Danek , Andrea Noseworthy , Michael A. Slawinski

We describe our process for automatic detection of performance changes for a software product in the presence of noise. A large collection of tests run periodically as changes to our software product are committed to our source repository,…

Software Engineering · Computer Science 2020-03-03 David Daly , William Brown , Henrik Ingo , Jim O'Leary , David Bradford

Multivariate data sources with components of different information value seem to appear frequently in practice. Models in which the components change their homogeneity at different times are of significant importance. The fact whether any…

Optimization and Control · Mathematics 2020-11-04 Krzysztof Szajowski

Dynamic tensor data are becoming prevalent in numerous applications. Existing tensor clustering methods either fail to account for the dynamic nature of the data, or are inapplicable to a general-order tensor. Also there is often a gap…

Machine Learning · Statistics 2018-09-17 Will Wei Sun , Lexin Li

Tensor train decomposition is widely used in machine learning and quantum physics due to its concise representation of high-dimensional tensors, overcoming the curse of dimensionality. Cross approximation-originally developed for…

Machine Learning · Computer Science 2023-06-27 Zhen Qin , Alexander Lidiak , Zhexuan Gong , Gongguo Tang , Michael B. Wakin , Zhihui Zhu

This article deals with the fusion of flaw detections from multi-sensor nondestructive materials testing. Because each testing method makes use of different physical effects for defect localization, a multi-method approach is promising to…

Computational Engineering, Finance, and Science · Computer Science 2015-07-01 René Heideklang , Parisa Shokouhi

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

A change points detection aims to catch an abrupt disorder in data distribution. Common approaches assume that there are only two fixed distributions for data: one before and another after a change point. Real-world data are richer than…

Machine Learning · Computer Science 2022-04-18 Alexander Stepikin , Evgenia Romanenkova , Alexey Zaytsev

We present a new method for online prediction and learning of tensors ($N$-way arrays, $N >2$) from sequential measurements. We focus on the specific case of 3-D tensors and exploit a recently developed framework of structured tensor…

Machine Learning · Statistics 2015-07-30 John Pothier , Josh Girson , Shuchin Aeron

Bayesian change-point detection, together with latent variable models, allows to perform segmentation over high-dimensional time-series. We assume that change-points lie on a lower-dimensional manifold where we aim to infer subsets of…

Machine Learning · Statistics 2020-11-04 Lorena Romero-Medrano , Pablo Moreno-Muñoz , Antonio Artés-Rodríguez

Tensor completion is an extension of matrix completion aimed at recovering a multiway data tensor by leveraging a given subset of its entries (observations) and the pattern of observation. The low-rank assumption is key in establishing a…

Numerical Analysis · Mathematics 2026-03-12 Shakir Showkat Sofi , Lieven De Lathauwer