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Graph-based methods have shown particular strengths in change-point detection (CPD) tasks for high-dimensional nonparametric settings. However, existing CPD research has rarely addressed data with repeated measurements or local group…

Methodology · Statistics 2025-11-25 Serim Han , Jingru Zhang , Hoseung Song

This paper considers the prominent problem of change-point detection in regression. The study suggests a novel testing procedure featuring a fully data-driven calibration scheme. The method is essentially a black box, requiring no tuning…

Statistics Theory · Mathematics 2019-07-02 Valeriy Avanesov

The notion of concept drift refers to the phenomenon that the distribution generating the observed data changes over time. If drift is present, machine learning models can become inaccurate and need adjustment. While there do exist methods…

Machine Learning · Computer Science 2023-03-17 Fabian Hinder , Valerie Vaquet , Johannes Brinkrolf , Barbara Hammer

Without imposing prior distributional knowledge underlying multivariate time series of interest, we propose a nonparametric change-point detection approach to estimate the number of change points and their locations along the temporal axis.…

Methodology · Statistics 2021-05-13 Xiaodong Wang , Fushing Hsieh

In recent years, there has been an increasing demand on efficient algorithms for large scale change point detection problems. To this end, we propose seeded binary segmentation, an approach relying on a deterministic construction of…

Methodology · Statistics 2023-03-13 Solt Kovács , Housen Li , Peter Bühlmann , Axel Munk

We present the group fused Lasso for detection of multiple change-points shared by a set of co-occurring one-dimensional signals. Change-points are detected by approximating the original signals with a constraint on the multidimensional…

Quantitative Methods · Quantitative Biology 2011-06-23 Kevin Bleakley , Jean-Philippe Vert

Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…

Applications · Statistics 2015-09-29 Melissa J. M. Turcotte , Nicholas A. Heard

We consider the challenge of efficiently detecting changes within a network of sensors, where we also need to minimise communication between sensors and the cloud. We propose an online, communication-efficient method to detect such changes.…

Methodology · Statistics 2024-04-11 Ziyang Yang , Idris A. Eckley , Paul Fearnhead

The concept of matching dependencies (mds) is recently pro- posed for specifying matching rules for object identification. Similar to the functional dependencies (with conditions), mds can also be applied to various data quality…

Databases · Computer Science 2009-06-13 Shaoxu Song , Lei Chen

Change point analysis is a statistical tool to identify homogeneity within time series data. We propose a pruning approach for approximate nonparametric estimation of multiple change points. This general purpose change point detection…

Methodology · Statistics 2017-09-20 Wenyu Zhang , Nicholas James , David Matteson

We propose a learning framework for calibrating predictive models to make loss-controlling prediction for exchangeable data, which extends our recently proposed conformal loss-controlling prediction for more general cases. By comparison,…

Machine Learning · Computer Science 2024-01-24 Di Wang , Junzhi Shi , Pingping Wang , Shuo Zhuang , Hongyue Li

Piecewise constant functions describe a variety of real-world phenomena in domains ranging from chemistry to manufacturing. In practice, it is often required to confidently identify the locations of the abrupt changes in these functions as…

Machine Learning · Statistics 2025-07-15 Joseph Lazzaro , Ciara Pike-Burke

From a sequence of similarity networks, with edges representing certain similarity measures between nodes, we are interested in detecting a change-point which changes the statistical property of the networks. After the change, a subset of…

Statistics Theory · Mathematics 2016-12-06 Shanshan Cao , Yao Xie

The objective of change-point detection is to discover abrupt property changes lying behind time-series data. In this paper, we present a novel statistical change-point detection algorithm based on non-parametric divergence estimation…

Machine Learning · Statistics 2015-03-20 Song Liu , Makoto Yamada , Nigel Collier , Masashi Sugiyama

Time-series anomaly detection deals with the problem of detecting anomalous timesteps by learning normality from the sequence of observations. However, the concept of normality evolves over time, leading to a "new normal problem", where the…

Machine Learning · Computer Science 2024-01-23 Dongmin Kim , Sunghyun Park , Jaegul Choo

Introduction: Modelling of relative treatment effects is an important aspect to consider when extrapolating the long-term survival outcomes of treatments. Flexible parametric models offer the ability to accurately model the observed data,…

Methodology · Statistics 2024-01-02 Philip Cooney , Arthur White

Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…

Methodology · Statistics 2023-03-20 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

Recent years have witnessed great progress in deep learning based object detection. However, due to the domain shift problem, applying off-the-shelf detectors to an unseen domain leads to significant performance drop. To address such an…

Computer Vision and Pattern Recognition · Computer Science 2020-03-24 Yangtao Zheng , Di Huang , Songtao Liu , Yunhong Wang

The automatic detection of changes or anomalies between multispectral and hyperspectral images collected at different time instants is an active and challenging research topic. To effectively perform change-point detection in multitemporal…

Signal Processing · Electrical Eng. & Systems 2022-11-28 Ricardo Augusto Borsoi , Cédric Richard , André Ferrari , Jie Chen , José Carlos Moreira Bermudez

Large volumes of spatiotemporal data, characterized by high spatial and temporal variability, may experience structural changes over time. Unlike traditional change-point problems, each sequence in this context consists of function-valued…

Methodology · Statistics 2025-06-12 Fengyi Song , Decai Liang , Changliang Zou
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