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Modern technological advances have expanded the scope of applications requiring analysis of large-scale datastreams that comprise multiple indefinitely long time series. There is an acute need for statistical methodologies that perform…

Methodology · Statistics 2021-11-03 Jingshen Wang , Lilun Du , Changliang Zou , Zhenke Wu

Efficient data collection from a multitude of Internet of Things (IoT) devices is crucial for various applications, yet existing solutions often struggle with minimizing access delay and Age of Information (AoI), especially when managing…

Networking and Internet Architecture · Computer Science 2024-07-24 A. B. Abdul Razzaque , A. Baiocchi

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

One of the main challenges in identifying structural changes in stochastic processes is to carry out analysis for time series with dependency structure in a computationally tractable way. Another challenge is that the number of true change…

Methodology · Statistics 2017-08-02 Jie Ding , Yu Xiang , Lu Shen , Vahid Tarokh

Change Point Detection (CPD) methods identify the times associated with changes in the trends and properties of time series data in order to describe the underlying behaviour of the system. For instance, detecting the changes and anomalies…

Machine Learning · Computer Science 2021-03-08 Shohreh Deldari , Daniel V. Smith , Hao Xue , Flora D. Salim

This work delves into presenting a probabilistic method for analyzing linear process data with weakly dependent innovations, focusing on detecting change-points in the mean and estimating its spectral density. We develop a test for…

Statistics Theory · Mathematics 2024-10-01 Ramkrishna Jyoti Samanta

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

Complex systems which can be represented in the form of static and dynamic graphs arise in different fields, e.g. communication, engineering and industry. One of the interesting problems in analysing dynamic network structures is to monitor…

Machine Learning · Computer Science 2020-11-13 Anna Malinovskaya , Philipp Otto , Torben Peters

We consider the testing and estimation of change-points, locations where the distribution abruptly changes, in a sequence of multivariate or non-Euclidean observations. We study a nonparametric framework that utilizes similarity information…

Methodology · Statistics 2018-02-23 Lynna Chu , Hao Chen

This paper presents a novel attention-based algorithm for achieving adaptive computation called DACT, which, unlike existing ones, is end-to-end differentiable. Our method can be used in conjunction with many networks; in particular, we…

Artificial Intelligence · Computer Science 2020-05-25 Cristobal Eyzaguirre , Alvaro Soto

In speaker-independent speech emotion recognition, the training and testing samples are collected from diverse speakers, leading to a multi-domain shift challenge across the feature distributions of data from different speakers.…

Sound · Computer Science 2024-01-19 Cheng Lu , Yuan Zong , Hailun Lian , Yan Zhao , Björn Schuller , Wenming Zheng

Given a model trained on source data, Test-Time Adaptation (TTA) enables adaptation and inference in test data streams with domain shifts from the source. Current methods predominantly optimize the model for each incoming test data batch…

Machine Learning · Computer Science 2024-07-18 Ziqiang Wang , Zhixiang Chi , Yanan Wu , Li Gu , Zhi Liu , Konstantinos Plataniotis , Yang Wang

Detecting relevant changes in dynamic time series data in a timely manner is crucially important for many data analysis tasks in real-world settings. Change point detection methods have the ability to discover changes in an unsupervised…

Artificial Intelligence · Computer Science 2022-01-19 Kamil Faber , Roberto Corizzo , Bartlomiej Sniezynski , Michael Baron , Nathalie Japkowicz

In statistical learning, a dataset is often partitioned into two parts: the training set and the holdout (i.e., testing) set. For instance, the training set is used to learn a predictor, and then the holdout set is used for estimating the…

Machine Learning · Computer Science 2019-11-05 Jun Zhao

Detectors trained with massive labeled data often exhibit dramatic performance degradation in some particular scenarios with data distribution gap. To alleviate this problem of domain shift, conventional wisdom typically concentrates solely…

Computer Vision and Pattern Recognition · Computer Science 2022-03-30 Liang Zhao , Limin Wang

Change point estimation in its offline version is traditionally performed by optimizing over the data set of interest, by considering each data point as the true location parameter and computing a data fit criterion. Subsequently, the data…

Methodology · Statistics 2020-04-10 Zhiyuan Lu , Moulinath Banerjee , George Michailidis

Data-driven modeling of dynamical systems often faces numerous data-related challenges. A fundamental requirement is the existence of a unique set of parameters for a chosen model structure, an issue commonly referred to as identifiability.…

Systems and Control · Electrical Eng. & Systems 2024-05-24 Arthur N. Montanari , François Lamoline , Robert Bereza , Jorge Gonçalves

Real-time numerical differentiation plays a crucial role in many digital control algorithms, such as PID control, which requires numerical differentiation to implement derivative action. This paper addresses the problem of numerical…

Systems and Control · Electrical Eng. & Systems 2024-06-25 Shashank Verma , Sneha Sanjeevini , E. Dogan Sumer , Dennis S. Bernstein

We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions with a common variance factor and piecewise-constant but…

Statistics Theory · Mathematics 2020-11-16 Yi Yu , Oscar Hernan Madrid Padilla , Daren Wang , Alessandro Rinaldo

By deploying a large number of antennas with sub-half-wavelength spacing in a compact space, dense array systems (DASs) can fully unleash the multiplexing and diversity gains of limited apertures. To acquire these gains, accurate channel…

Information Theory · Computer Science 2025-03-25 Mingyao Cui , Zijian Zhang , Linglong Dai , Kaibin Huang