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We introduce a new method for high-dimensional, online changepoint detection in settings where a $p$-variate Gaussian data stream may undergo a change in mean. The procedure works by performing likelihood ratio tests against simple…

Methodology · Statistics 2020-10-13 Yudong Chen , Tengyao Wang , Richard J. Samworth

In this paper we study the theoretical properties of the simultaneous multiscale change point estimator (SMUCE) proposed by Frick et al. (2014) in regression models with dependent error processes. Empirical studies show that in this case…

Statistics Theory · Mathematics 2018-11-15 Holger Dette , Theresa Schüler , Mathias Vetter

We propose a method for multi-person detection and 2-D pose estimation that achieves state-of-art results on the challenging COCO keypoints task. It is a simple, yet powerful, top-down approach consisting of two stages. In the first stage,…

Computer Vision and Pattern Recognition · Computer Science 2017-04-18 George Papandreou , Tyler Zhu , Nori Kanazawa , Alexander Toshev , Jonathan Tompson , Chris Bregler , Kevin Murphy

This paper proposes a moving sum methodology for detecting multiple change points in high-dimensional time series under a factor model, where changes are attributed to those in loadings as well as emergence or disappearance of factors. We…

Methodology · Statistics 2025-07-24 Matteo Barigozzi , Haeran Cho , Lorenzo Trapani

Detecting structural change in dynamic network data has wide-ranging applications. Existing approaches typically divide the data into time bins, extract network features within each bin, and then compare these features over time. This…

Machine Learning · Computer Science 2026-03-17 Raphaël Romero , Tijl De Bie , Nick Heard , Alexander Modell

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

We consider the sequential change-point detection for asynchronous multi-sensors, where each sensor observe a signal (due to change-point) at different times. We propose an asynchronous Subspace-CUSUM procedure based on jointly estimating…

Applications · Statistics 2019-01-25 Liyan Xie , Yao Xie , George V. Moustakides

We present NOLBO, a variational observation model estimation for 3D multi-object from 2D single shot. Previous probabilistic instance-level understandings mainly consider the single-object image, not single shot with multi-object; relations…

Computer Vision and Pattern Recognition · Computer Science 2020-02-05 Hyeonwoo Yu

When recording the movement of individual animals, cells or molecules one will often observe changes in their diffusive behaviour at certain points in time along their trajectory. In order to capture the different diffusive modes assembled…

Statistical Mechanics · Physics 2024-10-21 Henrik Seckler , Ralf Metzler

We consider the problem of change point detection for high-dimensional distributions in a location family when the dimension can be much larger than the sample size. In change point analysis, the widely used cumulative sum (CUSUM)…

Statistics Theory · Mathematics 2021-10-14 Mengjia Yu , Xiaohui Chen

This paper deals with the problem of asymptotically optimal detection of changes in regime-switching stochastic models. We need to divide the whole obtained sample of data into several sub-samples with observations belonging to different…

Statistics Theory · Mathematics 2013-01-25 Boris Brodsky , Boris Darkhovsky

In this paper easily applicable techniques are devised for detecting changepoints in autocorrelated Gaussian sequences. Our method proceeds by sequential evaluation of a CUSUM-type test statistic, which is compared to a predefined…

Probability · Mathematics 2016-02-09 W. Ellens , J. Kuhn , M. Mandjes , P. Żuraniewski

The prompt online detection of abrupt changes in image data is essential for timely decision-making in broad applications, from video surveillance to manufacturing quality control. Existing methods, however, face three key challenges.…

Methodology · Statistics 2025-04-15 Xiaojun Zheng , Simon Mak

This paper studies multivariate nonparametric change point localization and inference problems. The data consists of a multivariate time series with potentially short range dependence. The distribution of this data is assumed to be…

Statistics Theory · Mathematics 2023-01-30 Carlos Misael Madrid Padilla , Haotian Xu , Daren Wang , Oscar Hernan Madrid Padilla , Yi Yu

Bayesian estimation approaches, which are capable of combining the information of experimental data from different likelihood functions to achieve high precisions, have been widely used in phase estimation via introducing a controllable…

Quantum Physics · Physics 2021-07-02 Yuxiang Qiu , Min Zhuang , Jiahao Huang , Chaohong Lee

Rapid detection of spatial events that propagate across a sensor network is of wide interest in many modern applications. In particular, in communications, radar, IoT, environmental monitoring, and biosurveillance, we may observe…

Statistics Theory · Mathematics 2023-01-18 Topi Halme , Eyal Nitzan , Visa Koivunen

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

We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…

Methodology · Statistics 2026-02-02 Nicolas Bianco , Lorenzo Cappello

A new Bayesian modelling framework is introduced for piece-wise homogeneous variable-memory Markov chains, along with a collection of effective algorithmic tools for change-point detection and segmentation of discrete time series. Building…

Methodology · Statistics 2025-01-14 Valentinian Lungu , Ioannis Papageorgiou , Ioannis Kontoyiannis

Change point estimation is often formulated as a search for the maximum of a gain function describing improved fits when segmenting the data. Searching through all candidates requires $O(n)$ evaluations of the gain function for an interval…

Methodology · Statistics 2024-11-22 Solt Kovács , Housen Li , Lorenz Haubner , Axel Munk , Peter Bühlmann