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Related papers: Quickest Change Detection Using Mismatched CUSUM

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Remote sensing change detection is essential for monitoring urban expansion, disaster assessment, and resource management, offering timely, accurate, and large-scale insights into dynamic landscape transformations. While deep learning has…

Computer Vision and Pattern Recognition · Computer Science 2025-09-09 Luosheng Xu , Dalin Zhang , Zhaohui Song

We investigate the online detection of changepoints in the distribution of a sequence of observations using degenerate U-statistic-type processes. We study weighted versions of: an ordinary, CUSUM-type scheme, a Page-CUSUM-type scheme, and…

Statistics Theory · Mathematics 2025-10-28 Cooper Boniece , Lajos Horvath , Lorenzo Trapani

In the classical quickest detection problem, one must detect as quickly as possible when a Brownian motion without drift "changes" into a Brownian motion with positive drift. The change occurs at an unknown "disorder" time with exponential…

Probability · Mathematics 2015-05-29 Robert C. Dalang , Albert N. Shiryaev

We consider the control of a Markov decision process (MDP) that undergoes an abrupt change in its transition kernel (mode). We formulate the problem of minimizing regret under control-switching based on mode change detection, compared to a…

Systems and Control · Electrical Eng. & Systems 2022-10-11 Nathan Dahlin , Subhonmesh Bose , Venugopal V. Veeravalli

The paper investigates the problems of quickest change detection in Markov models and hidden Markov models (HMMs). Sequential observations are taken from a (hidden) Markov model. At some unknown time, an event occurs in the system and…

Signal Processing · Electrical Eng. & Systems 2023-11-09 Qi Zhang , Zhongchang Sun , Luis C. Herrera , Shaofeng Zou

It is well known that the conventional cumulative sum (CUSUM) test suffers from low power and large detection delay. In order to improve the power of the test, we propose two alternative statistics. The backward CUSUM detector considers the…

Econometrics · Economics 2022-04-13 Sven Otto , Jörg Breitung

Estimating continuous optical flow is a fundamental yet challenging problem in dynamic visual perception. Event-based cameras, with microsecond latency and high dynamic range, capture brightness changes asynchronously, offering a unique…

Computer Vision and Pattern Recognition · Computer Science 2026-05-27 Rui Hu , Song Wu , Wen Yang , Jinjian Wu

This work considers the problem of quickest detection with N distributed sensors that receive continuous sequential observations from the environment. These sensors employ cumulative sum (CUSUM) strategies and communicate to a central…

Information Theory · Computer Science 2008-08-05 Olympia Hadjiliadis , Hongzhong Zhang , H. V. Poor

In this paper, two tests, based on CUSUM of the residuals and least squares estimation, are studied to detect in real time a change-point in a nonlinear model. A first test statistic is proposed by extension of a method already used in the…

Statistics Theory · Mathematics 2013-02-28 Gabriela Ciuperca

Unsupervised remote sensing change detection aims to monitor and analyze changes from multi-temporal remote sensing images in the same geometric region at different times, without the need for labeled training data. Previous unsupervised…

Computer Vision and Pattern Recognition · Computer Science 2025-11-13 Yating Liu , Yan Lu

Many experiments record sequential trajectories where each trajectory consists of oscillations and fluctuations around zero. Such trajectories can be viewed as zero-mean functional data. When there are structural breaks (on the sequence of…

Methodology · Statistics 2022-05-11 Shuhao Jiao , Ron D. Frostig , Hernando Ombao

Reaction Coordinates (RCs) are indicators of hidden, low-dimensional mechanisms that govern the long-term behavior of high-dimensional stochastic processes. We present a novel and general variational characterization of optimal RCs and…

Dynamical Systems · Mathematics 2021-09-23 Andreas Bittracher , Mattes Mollenhauer , Péter Koltai , Christof Schütte

The process of dynamic state estimation (filtering) based on point process observations is in general intractable. Numerical sampling techniques are often practically useful, but lead to limited conceptual insight about optimal…

Machine Learning · Statistics 2016-09-13 Yuval Harel , Ron Meir , Manfred Opper

We consider online detection strategies for identifying a change point in a stream of quantum particles allegedly prepared in identical states. We show that the identification of the change point can be done without error via sequential…

Quantum Physics · Physics 2018-11-07 Gael Sentís , Esteban Martínez-Vargas , Ramon Muñoz-Tapia

Humans do not memorize everything. Thus, humans recognize scene changes by exploring the past images. However, available past (i.e., reference) images typically represent nearby viewpoints of the present (i.e., query) scene, rather than the…

Computer Vision and Pattern Recognition · Computer Science 2025-06-16 Kyusik Cho , Suhan Woo , Hongje Seong , Euntai Kim

Urban change is a constant process that influences the perception of neighbourhoods and the lives of the people within them. The field of Urban Scene Change Detection (USCD) aims to capture changes in street scenes using computer vision and…

Computer Vision and Pattern Recognition · Computer Science 2025-03-25 Tim Alpherts , Sennay Ghebreab , Nanne van Noord

The problem of online change point detection is to detect abrupt changes in properties of time series, ideally as soon as possible after those changes occur. Existing work on online change point detection either assumes i.i.d data, focuses…

Machine Learning · Computer Science 2023-12-01 Lei Xin , George Chiu , Shreyas Sundaram

We develop methodology to detect structural breaks in the slope function of a concurrent functional linear regression model for functional time series in $C[0,1]$. Our test is based on a CUSUM process of regressor-weighted OLS residual…

Methodology · Statistics 2026-02-16 Rupsa Basu , Sven Otto

In this paper, Bayesian quickest change detection problems with sampling right constraints are considered. Specifically, there is a sequence of random variables whose probability density function will change at an unknown time. The goal is…

Information Theory · Computer Science 2014-07-16 Jun Geng , Erhan Bayraktar , Lifeng Lai

Probabilistic collision detection (PCD) is essential in motion planning for robots operating in unstructured environments, where considering sensing uncertainty helps prevent damage. Existing PCD methods mainly used simplified geometric…

Robotics · Computer Science 2025-08-28 Xiaoli Wang , Sipu Ruan , Xin Meng , Gregory Chirikjian
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