Related papers: Data-adaptive structural change-point detection vi…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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.…
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…
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…
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…
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…
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…
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.…
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…
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…
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…