English
Related papers

Related papers: Sequential change detection via backward confidenc…

200 papers

A novel sequential change detection problem is proposed, in which the goal is to not only detect but also accelerate the change. Specifically, it is assumed that the sequentially collected observations are responses to treatments selected…

Statistics Theory · Mathematics 2024-06-24 Yanglei Song , Georgios Fellouris

Two common problems in time series analysis are the decomposition of the data stream into disjoint segments that are each in some sense "homogeneous" - a problem known as Change Point Detection (CPD) - and the grouping of similar…

Signal Processing · Electrical Eng. & Systems 2020-02-24 Kevin C. Cheng , Shuchin Aeron , Michael C. Hughes , Erika Hussey , Eric L. Miller

For sequential data, a change point is a moment of abrupt regime switch in data streams. Such changes appear in different scenarios, including simpler data from sensors and more challenging video surveillance data. We need to detect…

Machine Learning · Computer Science 2025-09-03 Evgenia Romanenkova , Alexander Stepikin , Matvey Morozov , Alexey Zaytsev

In the multisensor sequential change detection problem, a disruption occurs in an environment monitored by multiple sensors. This disruption induces a change in the observations of an unknown subset of sensors. In the Byzantine version of…

Statistics Theory · Mathematics 2017-08-25 Georgios Fellouris , Erhan Bayraktar , Lifeng Lai

Responding appropriately to the detections of a sequential change detector requires knowledge of the rate at which false positives occur in the absence of change. Setting detection thresholds to achieve a desired false positive rate is…

Methodology · Statistics 2022-02-18 Oliver Cobb , Arnaud Van Looveren , Janis Klaise

Unsupervised remote sensing change detection aims to monitor and analyze changes from multi-temporal remote sensing images in the same geometric region at different times, without the need for labeled training data. Previous unsupervised…

Computer Vision and Pattern Recognition · Computer Science 2025-11-13 Yating Liu , Yan Lu

General change detection (GCD) and semantic change detection (SCD) are common methods for identifying changes and distinguishing object categories involved in those changes, respectively. However, the binary changes provided by GCD is often…

Computer Vision and Pattern Recognition · Computer Science 2023-03-09 Yuqun Yang , Xu Tang , Xiangrong Zhang , Jingjing Ma , Licheng Jiao

Changepoint detection is commonly formulated by minimizing the sum of in-sample losses to quantify the model's overall fit. However, for flexible modeling procedures -- especially those involving high-dimensional parameter spaces or…

Methodology · Statistics 2026-05-05 Chengde Qian , Guanghui Wang , Zhaojun Wang , Changliang Zou

Many modern applications require detecting change points in complex sequential data. Most existing methods for change point detection are unsupervised and, as a consequence, lack any information regarding what kind of changes we want to…

Machine Learning · Computer Science 2022-02-11 Nauman Ahad , Eva L. Dyer , Keith B. Hengen , Yao Xie , Mark A. Davenport

As time series data become increasingly prevalent in domains such as manufacturing, IT, and infrastructure monitoring, anomaly detection must adapt to nonstationary environments where statistical properties shift over time. Traditional…

Machine Learning · Computer Science 2025-08-12 Muyan Anna Li , Aditi Gautam

Remote sensing (RS) change detection is essential for interpreting surface dynamics. Semantic change detection (SCD) further enables pixel-level understanding of multi-class transitions, yet remains sensitive to pseudo-changes induced by…

Computer Vision and Pattern Recognition · Computer Science 2026-04-30 Hengtong Shen , Li Yan , Hong Xie , Yaxuan Wei , Xinhao Li , Wenfei Shen , Peixian Lv , Fei Tan

Change Point Detection (CPD) methods identify the times associated with changes in the trends and properties of time series data in order to describe the underlying behaviour of the system. For instance, detecting the changes and anomalies…

Machine Learning · Computer Science 2021-03-08 Shohreh Deldari , Daniel V. Smith , Hao Xue , Flora D. Salim

We propose an online detection procedure for cascading failures in the network from sequential data, which can be modeled as multiple correlated change-points happening during a short period. We consider a temporal diffusion network model…

Other Statistics · Statistics 2021-02-09 Rui Zhang , Yao Xie , Rui Yao , Feng Qiu

From a sequence of similarity networks, with edges representing certain similarity measures between nodes, we are interested in detecting a change-point which changes the statistical property of the networks. After the change, a subset of…

Statistics Theory · Mathematics 2016-12-06 Shanshan Cao , Yao Xie

Many practical tasks involve sampling sequentially without replacement (WoR) from a finite population of size $N$, in an attempt to estimate some parameter $\theta^\star$. Accurately quantifying uncertainty throughout this process is a…

Methodology · Statistics 2021-01-11 Ian Waudby-Smith , Aaditya Ramdas

It is quite common that the structure of a time series changes abruptly. Identifying these change points and describing the model structure in the segments between these change points is of interest. In this paper, time series data is…

Computation · Statistics 2019-12-18 Lijing Ma , Andrew Grant , Georgy Sofronov

Change detection (CD) aims to identify changes that occur in an image pair taken different times. Prior methods devise specific networks from scratch to predict change masks in pixel-level, and struggle with general segmentation problems.…

Computer Vision and Pattern Recognition · Computer Science 2023-02-15 Guo-Hua Wang , Bin-Bin Gao , Chengjie Wang

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 detection (CPD) aims to detect abrupt changes over time series data. Intuitively, effective CPD over multivariate time series should require explicit modeling of the dependencies across input variables. However, existing CPD…

Machine Learning · Computer Science 2020-09-15 Ruohong Zhang , Yu Hao , Donghan Yu , Wei-Cheng Chang , Guokun Lai , Yiming Yang

It is commonly required to detect change points in sequences of random variables. In the most difficult setting of this problem, change detection must be performed sequentially with new observations being constantly received over time.…

Methodology · Statistics 2015-05-08 Gordon J Ross