Related papers: Multilayer random dot product graphs: Estimation a…

We propose a novel approach for distributed statistical detection of change-points in high-volume network traffic. We consider more specifically the task of detecting and identifying the targets of Distributed Denial of Service (DDoS)…

Detecting change-points in data is challenging because of the range of possible types of change and types of behaviour of data when there is no change. Statistically efficient methods for detecting a change will depend on both of these…

The increasing volume of data streams poses significant computational challenges for detecting changepoints online. Likelihood-based methods are effective, but a naive sequential implementation becomes impractical online due to high…

Existing online change-point detection (CPD) methods rely on fixed-dimensional Euclidean summaries, implicitly assuming that distributional changes are well captured by moment-based or feature-based representations. They can obscure…

When analysing multiple time series that may be subject to changepoints, it is sometimes possible to specify a priori, by means of a graph, which pairs of time series are likely to be impacted by simultaneous changepoints. This article…

This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…

A common goal in network modeling is to uncover the latent community structure present among nodes. For many real-world networks, the true connections consist of events arriving as streams, which are then aggregated to form edges, ignoring…

In this paper, we introduce two robust, nonparametric methods for multiple change-point detection in the variability of a multivariate sequence of observations. We demonstrate that changes in ranks generated from data depth functions can be…

There are many different ways in which change point analysis can be performed, from purely parametric methods to those that are distribution free. The ecp package is designed to perform multiple change point analysis while making as few…

A change point detection (CPD) framework assisted by a predictive machine learning model called "Predict and Compare" is introduced and characterised in relation to other state-of-the-art online CPD routines which it outperforms in terms of…

High-dimensional streaming data are becoming increasingly ubiquitous in many fields. They often lie in multiple low-dimensional subspaces, and the manifold structures may change abruptly on the time scale due to pattern shift or occurrence…

Standard online change point detection (CPD) methods tend to have large false discovery rates as their detections are sensitive to outliers. To overcome this drawback, we propose Greedy Online Change Point Detection (GOCPD), a…

Graph Neural Networks usually rely on the assumption that the graph topology is available to the network as well as optimal for the downstream task. Latent graph inference allows models to dynamically learn the intrinsic graph structure of…

Efficient probability density estimation is a core challenge in statistical machine learning. Tensor-based probabilistic graph methods address interpretability and stability concerns encountered in neural network approaches. However, a…

Identifying changes in the generative process of sequential data, known as changepoint detection, has become an increasingly important topic for a wide variety of fields. A recently developed approach, which we call EXact Online Bayesian…

We propose TrendSegment, a methodology for detecting multiple change-points corresponding to linear trend changes in one dimensional data. A core ingredient of TrendSegment is a new Tail-Greedy Unbalanced Wavelet transform: a conditionally…

We introduce Markov Random Geometric Graphs (MRGGs), a growth model for temporal dynamic networks. It is based on a Markovian latent space dynamic: consecutive latent points are sampled on the Euclidean Sphere using an unknown Markov…

In multiple change-point problems, different data segments often follow different distributions, for which the changes may occur in the mean, scale or the entire distribution from one segment to another. Without the need to know the number…

The recently introduced locally orderless tensor network (LoTeNet) for supervised image classification uses matrix product state (MPS) operations on grids of transformed image patches. The resulting patch representations are combined back…

The paper introduces the DIverse MultiPLEx Generalized Dot Product Graph (DIMPLE-GDPG) network model where all layers of the network have the same collection of nodes and follow the Generalized Dot Product Graph (GDPG) model. In addition,…