English
Related papers

Related papers: Model-free Change-point Detection using AUC of a C…

200 papers

Computer-aided diagnostics has benefited from the development of deep learning-based computer vision techniques in these years. Traditional supervised deep learning methods assume that the test sample is drawn from the identical…

Computer Vision and Pattern Recognition · Computer Science 2024-07-04 Zesheng Hong , Yubiao Yue , Yubin Chen , Lele Cong , Huanjie Lin , Yuanmei Luo , Mini Han Wang , Weidong Wang , Jialong Xu , Xiaoqi Yang , Hechang Chen , Zhenzhang Li , Sihong Xie

We consider the problem of detecting distributional changes in a sequence of high dimensional data. Our approach combines two separate statistics stemming from $L_p$ norms whose behavior is similar under $H_0$ but potentially different…

Statistics Theory · Mathematics 2023-12-15 B. Cooper Boniece , Lajos Horváth , Peter Jacobs

We study multiple change-points detection using multi-samples tests based on U-statistics for absolutely regular observations. Our results extend those of Ngatchou-Wandji et al. (2022) concerned with the study of one single changepoint. The…

Statistics Theory · Mathematics 2025-11-25 Joseph Ngatchou-Wandji , Echarif Elharfaoui , Michel Harel

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…

Statistics Theory · Mathematics 2014-05-29 Changliang Zou , Guosheng Yin , Long Feng , Zhaojun Wang

Detecting abrupt changes in real-time data streams from scientific simulations presents a challenging task, demanding the deployment of accurate and efficient algorithms. Identifying change points in live data stream involves continuous…

Out-of-distribution detection (OOD) is a pivotal task for real-world applications that trains models to identify samples that are distributionally different from the in-distribution (ID) data during testing. Recent advances in AI,…

Computer Vision and Pattern Recognition · Computer Science 2025-05-06 Chaohua Li , Enhao Zhang , Chuanxing Geng , Songcan Chen

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

This paper considers the change point detection problem under dependent samples. In particular, we provide performance guarantees for the MMD-CUSUM test under exponentially $\alpha$, $\beta$, and fast $\phi$-mixing processes, which…

Systems and Control · Electrical Eng. & Systems 2024-05-13 Hao Chen , Abhishek Gupta , Yin Sun , Ness Shroff

This paper develops change-point methods for the spectrum of a locally stationary time series. We focus on series with a bounded spectral density that change smoothly under the null hypothesis but exhibits change-points or becomes less…

Statistics Theory · Mathematics 2024-08-08 Alessandro Casini , Pierre Perron

In this article, we propose a class of test statistics for a change point in the mean of high-dimensional independent data. Our test integrates the U-statistic based approach in a recent work by \cite{hdcp} and the $L_q$-norm based…

Methodology · Statistics 2021-02-01 Yangfan Zhang , Runmin Wang , Xiaofeng Shao

In this paper, we propose a new method for offline change-point detection on some parameters of the distribution of a random vector. We introduce a penalized maximum likelihood approach that can be efficiently computed by a dynamic…

Methodology · Statistics 2021-11-22 Lucas Prates , Renan B Lemes , Tábita Hünemeier , Florencia Leonardi

Bayesian change-point detection, together with latent variable models, allows to perform segmentation over high-dimensional time-series. We assume that change-points lie on a lower-dimensional manifold where we aim to infer subsets of…

Machine Learning · Statistics 2020-11-04 Lorena Romero-Medrano , Pablo Moreno-Muñoz , Antonio Artés-Rodríguez

Changepoint detection is the problem of finding abrupt or gradual changes in time series data when the distribution of the time series changes significantly. There are many sophisticated statistical algorithms for solving changepoint…

Methodology · Statistics 2020-10-14 Ritwik Bhaduri , Subhrajyoty Roy , Sankar K. Pal

Efficient and effective Out-of-Distribution (OOD) detection is essential for the safe deployment of AI systems. Existing feature space methods, while effective, often incur significant computational overhead due to their reliance on…

Machine Learning · Computer Science 2024-06-05 Litian Liu , Yao Qin

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

The objective of the change-point detection is to discover the abrupt property changes lying behind the time-series data. In this paper, we firstly summarize the definition and in-depth implication of the changepoint detection. The next…

Machine Learning · Statistics 2019-08-21 Yixiao Li , Gloria Lin , Thomas Lau , Ruochen Zeng

When deploying modern machine learning-enabled robotic systems in high-stakes applications, detecting distribution shift is critical. However, most existing methods for detecting distribution shift are not well-suited to robotics settings,…

While previous distribution shift detection approaches can identify if a shift has occurred, these approaches cannot localize which specific features have caused a distribution shift -- a critical step in diagnosing or fixing any underlying…

Machine Learning · Computer Science 2021-07-16 Sean Kulinski , Saurabh Bagchi , David I. Inouye

In this work we propose a one-class self-supervised method for anomaly segmentation in images that benefits both from a modern machine learning approach and a more classic statistical detection theory. The method consists of four phases.…

Computer Vision and Pattern Recognition · Computer Science 2024-06-04 Matías Tailanian , Álvaro Pardo , Pablo Musé

We propose a new assumption in outlier detection: Normal data instances are commonly located in the area that there is hardly any fluctuation on data density, while outliers are often appeared in the area that there is violent fluctuation…

Machine Learning · Computer Science 2020-06-09 Ding Liu , Hui Li