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Related papers: Unsupervised Change Point Detection for heterogene…

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We consider detecting the evolutionary oscillatory pattern of a signal when it is contaminated by non-stationary noises with complexly time-varying data generating mechanism. A high-dimensional dense progressive periodogram test is proposed…

Methodology · Statistics 2023-07-20 Hau-Tieng Wu , Zhou Zhou

Multivariate data sources with components of different information value seem to appear frequently in practice. Models in which the components change their homogeneity at different times are of significant importance. The fact whether any…

Optimization and Control · Mathematics 2020-11-04 Krzysztof Szajowski

The vast amount of unlabeled multi-temporal and multi-sensor remote sensing data acquired by the many Earth Observation satellites present a challenge for change detection. Recently, many generative model-based methods have been proposed…

Image and Video Processing · Electrical Eng. & Systems 2022-02-16 Yuxing Chen , Lorenzo Bruzzone

We propose a systematic methodology to identify the topological phase transition through a self-supervised machine learning model, which is trained to correlate system parameters to the non-local observables in time-of-flight experiments of…

Quantum Gases · Physics 2021-09-01 Chi-Ting Ho , Daw-Wei Wang

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 investigate the large-sample behavior of change-point tests based on weighted two-sample U-statistics, in the case of short-range dependent data. Under some mild mixing conditions, we establish convergence of the test statistic to an…

Statistics Theory · Mathematics 2023-04-04 Herold Dehling , Kata Vuk , Martin Wendler

Change point detection in time series aims to identify moments when the probability distribution of time series changes. It is widely applied in many areas, such as human activity sensing and medical science. In the context of multivariate…

Machine Learning · Computer Science 2025-07-15 Shanyun Gao , Raghavendra Addanki , Tong Yu , Ryan A. Rossi , Murat Kocaoglu

In the sequential change-point detection literature, most research specifies a required frequency of false alarms at a given pre-change distribution $f_{\theta}$ and tries to minimize the detection delay for every possible post-change…

Statistics Theory · Mathematics 2007-06-13 Yajun Mei

Change-point analysis has been successfully applied to the detect changes in multivariate data streams over time. In many applications, when data are observed over a graph/network, change does not occur simultaneously but instead spread…

Methodology · Statistics 2023-06-21 Hanqing Cai , Tengyao Wang

Change detection involves segmenting sequential data such that observations in the same segment share some desired properties. Multivariate change detection continues to be a challenging problem due to the variety of ways change points can…

Methodology · Statistics 2018-10-16 Wenyu Zhang , Daniel Gilbert , David Matteson

We study sequential change-point detection for spatio-temporal point processes, where actionable detection requires not only identifying when a distributional change occurs but also localizing where it manifests in space. While classical…

Methodology · Statistics 2026-02-05 Wenbin Zhou , Liyan Xie , Shixiang Zhu

Unsupervised detection of anomaly points in time series is a challenging problem, which requires the model to derive a distinguishable criterion. Previous methods tackle the problem mainly through learning pointwise representation or…

Machine Learning · Computer Science 2022-06-30 Jiehui Xu , Haixu Wu , Jianmin Wang , Mingsheng Long

Change detection from traditional \added{2D} optical images has limited capability to model the changes in the height or shape of objects. Change detection using 3D point cloud \added{from photogrammetry or LiDAR surveying} can fill this…

Image and Video Processing · Electrical Eng. & Systems 2024-10-28 Iris de Gélis , Sudipan Saha , Muhammad Shahzad , Thomas Corpetti , Sébastien Lefèvre , Xiao Xiang Zhu

Novelty detection is a process for distinguishing the observations that differ in some respect from the observations that the model is trained on. Novelty detection is one of the fundamental requirements of a good classification or…

Computer Vision and Pattern Recognition · Computer Science 2019-04-10 Mahdyar Ravanbakhsh

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

Unsupervised object discovery is commonly interpreted as the task of localizing and/or categorizing objects in visual data without the need for labeled examples. While current object recognition methods have proven highly effective for…

Computer Vision and Pattern Recognition · Computer Science 2024-11-05 José-Fabian Villa-Vásquez , Marco Pedersoli

In this paper, we study the offline change point localization problem in a sequence of dependent nonparametric random dot product graphs. To be specific, assume that at every time point, a network is generated from a nonparametric random…

Methodology · Statistics 2022-09-16 Oscar Hernan Madrid Padilla , Yi Yu , Carey E. Priebe

Time series anomaly detection is an important process for system monitoring and model switching, among other applications in cyber-physical systems. In this document, we present a fast subspace method for time series anomaly detection, with…

Systems and Control · Electrical Eng. & Systems 2022-05-23 Fredy Vides , Esteban Segura , Carlos Vargas-Agüero

Machine-learning driven models have proven to be powerful tools for the identification of phases of matter. In particular, unsupervised methods hold the promise to help discover new phases of matter without the need for any prior…

We study online change point detection for multivariate inhomogeneous Poisson point process time series. This setting arises commonly in applications such as earthquake seismology, climate monitoring, and epidemic surveillance, yet remains…