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Change-point detection has garnered significant attention due to its broad range of applications, including epidemic disease outbreaks, social network evolution, image analysis, and wireless communications. In an online setting, where new…

Machine Learning · Statistics 2024-08-26 Zihan Wang

The automatic detection of changes or anomalies between multispectral and hyperspectral images collected at different time instants is an active and challenging research topic. To effectively perform change-point detection in multitemporal…

Signal Processing · Electrical Eng. & Systems 2022-11-28 Ricardo Augusto Borsoi , Cédric Richard , André Ferrari , Jie Chen , José Carlos Moreira Bermudez

Interactions among people or objects are often dynamic in nature and can be represented as a sequence of networks, each providing a snapshot of the interactions over a brief period of time. An important task in analyzing such evolving…

Social and Information Networks · Computer Science 2016-06-17 Leto Peel , Aaron Clauset

Time-varying random objects have been increasingly encountered in modern data analysis. Moreover, in a substantial number of these applications, periodic behaviour of the random objects has been observed. We develop a novel procedure to…

Methodology · Statistics 2025-08-27 Jiazhen Xu , Andrew T. A. Wood , Tao Zou

Many systems of interacting elements can be conceptualized as networks, where network nodes represent the elements and network ties represent interactions between the elements. In systems where the underlying network evolves in time, it is…

Methodology · Statistics 2015-05-05 Ian Barnett , Jukka-Pekka Onnela

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

We develop a mixture procedure for multi-sensor systems to monitor data streams for a change-point that causes a gradual degradation to a subset of the streams. Observations are assumed to be initially normal random variables with known…

Machine Learning · Statistics 2016-02-19 Yang Cao , Yao Xie , Nagi Gebraeel

We address the problem of detection and estimation of one or two change-points in the mean of a series of random variables. We use the formalism of set estimation in regression: To each point of a design is attached a binary label that…

Statistics Theory · Mathematics 2018-09-07 Victor-Emmanuel Brunel

Sequential (online) change-point detection involves continuously monitoring time-series data and triggering an alarm when shifts in the data distribution are detected. We propose an algorithm for real-time identification of alterations in…

Methodology · Statistics 2024-12-16 Yuhan Tian , Abolfazl Safikhani

Dynamic networks consist of a sequence of time-varying networks, and it is of great importance to detect the network change points. Most existing methods focus on detecting abrupt change points, necessitating the assumption that the…

Methodology · Statistics 2023-10-13 Yuzhao Zhang , Jingnan Zhang , Yifan Sun , Junhui Wang

Radar must adapt to changing environments, and we propose changepoint detection as a method to do so. In the world of increasingly congested radio frequencies, radars must adapt to avoid interference. Many radar systems employ the…

Systems and Control · Electrical Eng. & Systems 2022-07-15 Samuel Haug , Austin Egbert , Robert J. Marks , Charles Baylis , Anthony Martone

We study the multivariate nonparametric change point detection problem, where the data are a sequence of independent $p$-dimensional random vectors whose distributions are piecewise-constant with Lipschitz densities changing at unknown…

Statistics Theory · Mathematics 2020-06-26 Oscar Hernan Madrid Padilla , Yi Yu , Daren Wang , Alessandro Rinaldo

Change point detection is a crucial aspect of analyzing time series data, as the presence of a change point indicates an abrupt and significant change in the process generating the data. While many algorithms for the problem of change point…

Machine Learning · Computer Science 2023-05-23 Mario Krause

This paper considers a sequence of random variables generated according to a common distribution. The distribution might undergo periods of transient changes at an unknown set of time instants, referred to as change-points. The objective is…

Information Theory · Computer Science 2018-04-26 Javad Heydari , Ali Tajer

Moments when a time series changes its behavior are called change points. Occurrence of change point implies that the state of the system is altered and its timely detection might help to prevent unwanted consequences. In this paper, we…

Machine Learning · Computer Science 2026-03-10 Mikhail Hushchyn , Kenenbek Arzymatov , Denis Derkach

We suggest a novel procedure for online change point detection. Our approach expands an idea of maximizing a discrepancy measure between points from pre-change and post-change distributions. This leads to flexible algorithms suitable for…

Machine Learning · Statistics 2026-03-24 Nikita Puchkin , Artur Goldman , Konstantin Yakovlev , Valeriia Dzis , Uliana Vinogradova

A sensor network is considered where a sequence of random variables is observed at each sensor. At each time step, a processed version of the observations is transmitted from the sensors to a common node called the fusion center. At some…

Statistics Theory · Mathematics 2014-08-21 Taposh Banerjee , Venugopal. V. Veeravalli

Methods in the field of quickest change detection rapidly detect in real-time a change in the data-generating distribution of an online data stream. Existing methods have been able to detect this change point when the densities of the pre-…

Methodology · Statistics 2025-07-09 Sean Moushegian , Suya Wu , Enmao Diao , Jie Ding , Taposh Banerjee , Vahid Tarokh

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

Many industrial and security applications employ a suite of sensors for detecting abrupt changes in temporal behavior patterns. These abrupt changes typically manifest locally, rendering only a small subset of sensors informative.…

Machine Learning · Computer Science 2023-06-14 Aditya Gopalan , Venkatesh Saligrama , Braghadeesh Lakshminarayanan