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Dynamic networks are ubiquitous for modelling sequential graph-structured data, e.g., brain connectome, population flows and messages exchanges. In this work, we consider dynamic networks that are temporal sequences of graph snapshots, and…

Machine Learning · Statistics 2022-03-30 Deborah Sulem , Henry Kenlay , Mihai Cucuringu , Xiaowen Dong

We describe how a novel online changepoint detection algorithm, called Poisson-FOCuS, can be used to optimally detect gamma-ray bursts within the computational constraints imposed by miniaturized satellites such as the upcoming…

Instrumentation and Methods for Astrophysics · Physics 2023-12-15 Giuseppe Dilillo , Kes Ward , Idris A. Eckley , Paul Fearnhead , Riccardo Crupi , Yuri Evangelista , Andrea Vacchi , Fabrizio Fiore

The problem of identifying change points in high-dimensional Gaussian graphical models (GGMs) in an online fashion is of interest, due to new applications in biology, economics and social sciences. The offline version of the problem, where…

Statistics Theory · Mathematics 2020-03-18 Hossein Keshavarz , George Michailidis

The concept of homogeneity plays a critical role in statistics, both in its applications as well as its theory. Change point analysis is a statistical tool that aims to attain homogeneity within time series data. This is accomplished…

Methodology · Statistics 2015-05-19 Nicholas A. James , David S. Matteson

Sequential change-point detection when the distribution parameters are unknown is a fundamental problem in statistics and machine learning. When the post-change parameters are unknown, we consider a set of detection procedures based on…

Statistics Theory · Mathematics 2017-12-06 Yang Cao , Liyan Xie , Yao Xie , Huan Xu

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

Change detection typically involves identifying regions with changes between bitemporal images taken at the same location. Besides significant changes, slow changes in bitemporal images are also important in real-life scenarios. For…

Computer Vision and Pattern Recognition · Computer Science 2025-07-04 Haoxuan Li , Chenxu Wei , Haodong Wang , Xiaomeng Hu , Boyuan An , Lingyan Ran , Baosen Zhang , Jin Jin , Omirzhan Taukebayev , Amirkhan Temirbayev , Junrui Liu , Xiuwei Zhang

We consider offline detection of a single changepoint in binary and count time-series. We compare exact tests based on the cumulative sum (CUSUM) and the likelihood ratio (LR) statistics, and a new proposal that combines exact two-sample…

Methodology · Statistics 2020-08-21 Shyamal K. De , Soumendu Sundar Mukherjee

We study the parametric online changepoint detection problem, where the underlying distribution of the streaming data changes from a known distribution to an alternative that is of a known parametric form but with unknown parameters. We…

Statistics Theory · Mathematics 2023-05-22 Liyan Xie , George V. Moustakides , Yao Xie

We present a distribution-free CUSUM procedure designed for online change detection in a time series of low-rank images, particularly when the change causes a mean shift. We represent images as matrix data and allow for temporal dependence,…

Methodology · Statistics 2025-02-28 Tingnan Gong , Seong-Hee Kim , Yao Xie

Without imposing prior distributional knowledge underlying multivariate time series of interest, we propose a nonparametric change-point detection approach to estimate the number of change points and their locations along the temporal axis.…

Methodology · Statistics 2021-05-13 Xiaodong Wang , Fushing Hsieh

Changepoint detection identifies times when the generative process of a time series changes, with applications in healthcare, cybersecurity, and finance. In multivariate settings, changes in cross-variable and temporal dependence are…

Methodology · Statistics 2026-05-11 Victor K. Khamesi , Edward A. K. Cohen , Niall M. Adams , Dean A. Bodenham

Online algorithms for detecting changepoints, or abrupt shifts in the behavior of a time series, are often deployed with limited resources, e.g., to edge computing settings such as mobile phones or industrial sensors. In these scenarios it…

Machine Learning · Statistics 2021-07-27 Gregory W. Gundersen , Diana Cai , Chuteng Zhou , Barbara E. Engelhardt , Ryan P. Adams

Change point detection in time series has attracted substantial interest, but most of the existing results have been focused on detecting change points in the time domain. This paper considers the situation where nonlinear time series have…

Methodology · Statistics 2021-11-22 Yan Cui , Jun Yang , Zhou Zhou

Large scale deep learning provides a tremendous opportunity to improve the quality of content recommendation systems by employing both wider and deeper models, but this comes at great infrastructural cost and carbon footprint in modern data…

Machine Learning · Computer Science 2020-10-22 Mao Ye , Dhruv Choudhary , Jiecao Yu , Ellie Wen , Zeliang Chen , Jiyan Yang , Jongsoo Park , Qiang Liu , Arun Kejariwal

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

Despite the promising results of convolutional neural networks (CNNs), their application on devices with limited resources is still a big challenge; this is mainly due to the huge memory and computation requirements of the CNN. To counter…

Machine Learning · Computer Science 2020-03-04 Csanád Sándor , Szabolcs Pável , Lehel Csató

Change-point detection has been a classical problem in statistics and econometrics. This work focuses on the problem of detecting abrupt distributional changes in the data-generating distribution of a sequence of high-dimensional…

Methodology · Statistics 2021-05-20 Shubhadeep Chakraborty , Xianyang Zhang

There is an increasing need for algorithms that can accurately detect changepoints in long time-series, or equivalent, data. Many common approaches to detecting changepoints, for example based on penalised likelihood or minimum description…

Methodology · Statistics 2014-09-08 Robert Maidstone , Toby Hocking , Guillem Rigaill , Paul Fearnhead

Foundation models and their checkpoints have significantly advanced deep learning, boosting performance across various applications. However, fine-tuned models often struggle outside their specific domains and exhibit considerable…