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Many existing procedures for detecting multiple change-points in data sequences fail in frequent-change-point scenarios. This article proposes a new change-point detection methodology designed to work well in both infrequent and frequent…

Methodology · Statistics 2020-02-25 Piotr Fryzlewicz

Tracking the spread of infectious disease during a pandemic has posed a great challenge to the governments and health sectors on a global scale. To facilitate informed public health decision-making, the concerned parties usually rely on…

Methodology · Statistics 2023-06-05 Tejasv Bedi , Yanxun Xu , Qiwei Li

The aim of the present study is to detect abrupt trend changes in the mean of a multidimensional sequential signal. Directly inspired by papers of Fernhead and Liu ([4] and [5]), this work describes the signal in a hierarchical manner : the…

Machine Learning · Computer Science 2021-06-11 Olivier Sorba , C Geissler

In this paper, the problem of quickly detecting an abrupt change on a stochastic process under Bayesian framework is considered. Different from the classic Bayesian quickest change-point detection problem, this paper considers the case…

Information Theory · Computer Science 2017-08-24 Jun Geng , Erhan Bayraktar , Lifeng Lai

Change point estimation in its offline version is traditionally performed by optimizing over the data set of interest, by considering each data point as the true location parameter and computing a data fit criterion. Subsequently, the data…

Methodology · Statistics 2020-04-10 Zhiyuan Lu , Moulinath Banerjee , George Michailidis

We investigate the significance of change-points within fully nonparametric regression contexts, with a particular focus on panel data where data generation processes vary across units, and error terms may display complex dependency…

Econometrics · Economics 2025-01-07 Likai Chen , Georg Keilbar , Liangjun Su , Weining Wang

In this article, we consider the estimation of the structural change point in the nonparametric model with dependent observations. We introduce a maximum-CUSUM-estimation procedure, where the CUSUM statistic is constructed based on the…

Applications · Statistics 2020-12-03 Q. Yang , Y. Li , Y. Zhang

We address the new problem of estimating a piece-wise constant signal with the purpose of detecting its change points and the levels of clusters. Our approach is to model it as a nonparametric penalized least square model selection on a…

Machine Learning · Statistics 2019-12-04 Othmane Mazhar , Cristian R. Rojas , Carlo Fischione , Mohammad R. Hesamzadeh

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

This paper considers the problem of joint change detection and identification assuming multiple composite postchange hypotheses. We propose a multihypothesis changepoint detection-identification procedure that controls the probabilities of…

Statistics Theory · Mathematics 2021-08-12 Serguei Pergamenchtchikov , Alexander Tartakovsky , Valentin Spivak

The two-stage object pose estimation paradigm first detects semantic keypoints on the image and then estimates the 6D pose by minimizing reprojection errors. Despite performing well on standard benchmarks, existing techniques offer no…

Computer Vision and Pattern Recognition · Computer Science 2023-03-23 Heng Yang , Marco Pavone

This paper is concerned with the detection of multiple change-points in the joint distribution of independent categorical variables. The procedures introduced rely on model selection and are based on a penalized least-squares criterion.…

Statistics Theory · Mathematics 2008-01-08 Nathalie Akakpo

We propose a general approach for change-point detection in dynamic networks. The proposed method is model-free and covers a wide range of dynamic networks. The key idea behind our approach is to effectively utilize the network structure in…

Methodology · Statistics 2019-08-07 Zifeng Zhao , Li Chen , Lizhen Lin

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 aim of online monitoring is to issue an alarm as soon as there is significant evidence in the collected observations to suggest that the underlying data generating mechanism has changed. This work is concerned with open-end,…

Statistics Theory · Mathematics 2020-07-21 Mark Holmes , Ivan Kojadinovic

In this paper we consider change-points in multiple sequences with the objective of minimizing the estimation error of a sequence by making use of information from other sequences. This is in contrast to recent interest on change-points in…

Statistics Theory · Mathematics 2023-02-02 Hock Peng Chan

In this paper, we propose a new generic method for detecting the number and locations of structural breaks or change points in piecewise linear models under stationary Gaussian noise. Our method transforms the change point detection problem…

Methodology · Statistics 2026-01-14 Zhibing He , Dan Cheng , Yunpeng Zhao

We propose a new technique for consistent estimation of the number and locations of the change-points in the structure of an irregularly spaced time series. The core of the segmentation procedure is the Ensemble Binary Segmentation method…

Methodology · Statistics 2021-02-24 Karolos K. Korkas

One common approach to detecting change-points is minimizing a cost function over possible numbers and locations of change-points. The framework includes several well-established procedures, such as the penalized likelihood and minimum…

Machine Learning · Statistics 2022-10-25 Xianyang Zhang , Trisha Dawn

Detecting the emergence of an abrupt change-point is a classic problem in statistics and machine learning. Kernel-based nonparametric statistics have been used for this task which enjoy fewer assumptions on the distributions than the…

Machine Learning · Computer Science 2018-11-14 Shuang Li , Yao Xie , Hanjun Dai , Le Song