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Related papers: Detecting A Single Change-point

200 papers

While previous distribution shift detection approaches can identify if a shift has occurred, these approaches cannot localize which specific features have caused a distribution shift -- a critical step in diagnosing or fixing any underlying…

Machine Learning · Computer Science 2021-07-16 Sean Kulinski , Saurabh Bagchi , David I. Inouye

Among the main goals in multiple change point problems are the estimation of the number and positions of the change points, as well as the regime structure in the clusters induced by those changes. The product partition model (PPM) is a…

Methodology · Statistics 2021-08-11 Ricardo C. Pedroso , Rosangela H. Loschi , Fernando Andrés Quintana

This paper addresses the issue of detecting change-points in multivariate time series. The proposed approach differs from existing counterparts by making only weak assumptions on both the change-points structure across series, and the…

Methodology · Statistics 2014-07-14 Flore Harlé , Florent Chatelain , Cédric Gouy-Pailler , Sophie Achard

A number of real world problems in many domains (e.g. sociology, biology, political science and communication networks) can be modeled as dynamic networks with nodes representing entities of interest and edges representing interactions…

Social and Information Networks · Computer Science 2017-06-06 Yu Wang , Aniket Chakrabarti , David Sivakoff , Srinivasan Parthasarathy

This paper describes and compares several prominent single and multiple changepoint techniques for time series data. Due to their importance in inferential matters, changepoint research on correlated data has accelerated recently.…

Methodology · Statistics 2021-01-07 Xueheng Shi , Colin Gallagher , Robert Lund , Rebecca Killick

We study the problem of estimating locations in time at which the level of technology in an economy changes when given a sequence of time ordered inputs and outputs. We approach the problem through the lens of nonparametric frontier…

Methodology · Statistics 2026-04-29 Shakeel Gavioli-Akilagun , Yining Chen , Flavio Ziegelmann

This paper describes a novel approach to change-point detection when the observed high-dimensional data may have missing elements. The performance of classical methods for change-point detection typically scales poorly with the…

Machine Learning · Statistics 2015-06-11 Yao Xie , Jiaji Huang , Rebecca Willett

Offline change point detection retrospectively locates change points in a time series. Many nonparametric methods that target i.i.d. mean and variance changes fail in the presence of nonlinear temporal dependence, and model based methods…

Machine Learning · Statistics 2023-09-19 Noah D. Gade , Jordan Rodu

We propose a method to infer the presence and location of change-points in the distribution of a sequence of independent data taking values in a general metric space, where change-points are viewed as locations at which the distribution of…

Methodology · Statistics 2020-01-15 Paromita Dubey , Hans-Georg Müller

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

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

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

In this paper, we propose a simple yet effective solution to a change detection task that detects the difference between two images, which we call "spot the difference". Our approach uses CNN-based object detection by stacking two aligned…

Computer Vision and Pattern Recognition · Computer Science 2018-01-04 Junhui Wu , Yun Ye , Yu Chen , Zhi Weng

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

A novel approach to quantile estimation in multivariate linear regression models with change-points is proposed: the change-point detection and the model estimation are both performed automatically, by adopting either the quantile fused…

Statistics Theory · Mathematics 2019-04-10 Gabriela Ciuperca , Matus Maciak

We consider sequential change-point detection in parallel data streams, where each stream has its own change point. Once a change is detected in a data stream, this stream is deactivated permanently. The goal is to maximize the normal…

Statistics Theory · Mathematics 2021-07-15 Yunxiao Chen , Xiaoou Li

The problem of quickest detection of a change in the mean of a sequence of independent observations is studied. The pre-change distribution is assumed to be stationary, while the post-change distributions are allowed to be non-stationary.…

Signal Processing · Electrical Eng. & Systems 2021-08-26 Yuchen Liang , Venugopal V. Veeravalli

This paper considers the constrained sampling multi-stream quickest change detection problem, also known as the bandit quickest change detection problem. One stream contains a change-point that shifts its mean by an unknown amount. The goal…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Joshua Kartzman , Calvin Hawkins , Matthew Hale

This paper addresses the problem of viewpoint estimation of an object in a given image. It presents five key insights that should be taken into consideration when designing a CNN that solves the problem. Based on these insights, the paper…

Computer Vision and Pattern Recognition · Computer Science 2018-07-04 Gilad Divon , Ayellet Tal

In many change point problems it is reasonable to assume that compared to a benchmark at a given time point $t_0$ the properties of the observed stochastic process change gradually over time for $t >t_0$. Often, these gradual changes are…

Methodology · Statistics 2025-04-23 Patrick Bastian , Holger Dette