English
Related papers

Related papers: O-MAGIC: Online Change-Point Detection for Dynamic…

200 papers

We propose a method for improving the prediction accuracy of learned robot dynamics models on out-of-distribution (OOD) states. We achieve this by leveraging two key sources of structure often present in robot dynamics: 1) sparsity, i.e.,…

Robotics · Computer Science 2024-03-21 Yating Lin , Glen Chou , Dmitry Berenson

Near real time change detection is important for a variety of Earth monitoring applications and remains a high priority for remote sensing science. Data sparsity, subtle changes, seasonal trends, and the presence of outliers make detecting…

Methodology · Statistics 2021-12-30 Laura J. Wendelberger , Josh M. Gray , Brian J. Reich , Alyson G. Wilson

We introduce ODEFormer, the first transformer able to infer multidimensional ordinary differential equation (ODE) systems in symbolic form from the observation of a single solution trajectory. We perform extensive evaluations on two…

Machine Learning · Computer Science 2023-10-10 Stéphane d'Ascoli , Sören Becker , Alexander Mathis , Philippe Schwaller , Niki Kilbertus

Data in many applications follows systems of Ordinary Differential Equations (ODEs). This paper presents a novel algorithmic and symbolic construction for covariance functions of Gaussian Processes (GPs) with realizations strictly following…

Machine Learning · Computer Science 2022-08-29 Andreas Besginow , Markus Lange-Hegermann

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

Multiscale stochastic dynamical systems have been widely adopted to a variety of scientific and engineering problems due to their capability of depicting complex phenomena in many real world applications. This work is devoted to…

Machine Learning · Statistics 2024-01-02 Lingyu Feng , Ting Gao , Min Dai , Jinqiao Duan

Learning models of dynamical systems with external inputs, which may be, for example, nonsmooth or piecewise, is crucial for studying complex phenomena and predicting future state evolution, which is essential for applications such as…

Machine Learning · Computer Science 2025-04-16 Zhaoyi Li , Wenjie Mei , Ke Yu , Yang Bai , Shihua Li

The aim of online monitoring is to issue an alarm as soon as there is significant evidence in the collected observations to suggest that the underlying data generating mechanism has changed. This work is concerned with open-end,…

Statistics Theory · Mathematics 2020-07-21 Mark Holmes , Ivan Kojadinovic

The aim of online change-point detection is for a accurate, timely discovery of structural breaks. As data dimension outgrows the number of data in observation, online detection becomes challenging. Existing methods typically test only the…

Machine Learning · Statistics 2022-03-17 Yang-Wen Sun , Katerina Papagiannouli , Vladimir Spokoiny

As machine learning becomes increasingly prevalent in impactful decisions, recognizing when inference data is outside the model's expected input distribution is paramount for giving context to predictions. Out-of-distribution (OOD)…

Machine Learning · Computer Science 2024-01-19 Anish Lakkapragada , Amol Khanna , Edward Raff , Nathan Inkawhich

Dynamic mode decomposition (DMD) is a popular technique for modal decomposition, flow analysis, and reduced-order modeling. In situations where a system is time varying, one would like to update the system's description online as time…

Optimization and Control · Mathematics 2017-07-11 Hao Zhang , Clarence W. Rowley , Eric A. Deem , Louis N. Cattafesta

An incremental/online state dynamic learning method is proposed for identification of the nonlinear Gaussian state space models. The method embeds the stochastic variational sparse Gaussian process as the probabilistic state dynamic model…

Machine Learning · Statistics 2016-08-31 Vahid Bastani , Lucio Marcenaro , Carlo Regazzoni

Out-of-Distribution (OOD) detection is essential for the trustworthiness of AI systems. Methods using prior information (i.e., subspace-based methods) have shown effective performance by extracting information geometry to detect OOD data…

Computer Vision and Pattern Recognition · Computer Science 2025-06-25 Kaiyu Guo , Zijian Wang , Tan Pan , Brian C. Lovell , Mahsa Baktashmotlagh

Out-of-distribution (OOD) generalization has long been a challenging problem that remains largely unsolved. Gaussian processes (GP), as popular probabilistic model classes, especially in the small data regime, presume strong OOD…

Machine Learning · Computer Science 2023-12-19 Xilong Zhao , Siyuan Bian , Yaoyun Zhang , Yuliang Zhang , Qinying Gu , Xinbing Wang , Chenghu Zhou , Nanyang Ye

This study investigates the use of continuous-time dynamical systems for sparse signal recovery. The proposed dynamical system is in the form of a nonlinear ordinary differential equation (ODE) derived from the gradient flow of the Lasso…

Information Theory · Computer Science 2023-03-30 Tadashi Wadayama , Ayano Nakai-Kasai

The discovery of conservation laws is a cornerstone of scientific progress. However, identifying these invariants from observational data remains a significant challenge. We propose a hybrid framework to automate the discovery of conserved…

Machine Learning · Computer Science 2025-11-04 Vivan Doshi

We consider online change detection of high dimensional data streams with sparse changes, where only a subset of data streams can be observed at each sensing time point due to limited sensing capacities. On the one hand, the detection…

Machine Learning · Statistics 2020-09-23 Jie Guo , Hao Yan , Chen Zhang , Steven Hoi

Sequential (online) change-point detection involves continuously monitoring time-series data and triggering an alarm when shifts in the data distribution are detected. We propose an algorithm for real-time identification of alterations in…

Methodology · Statistics 2024-12-16 Yuhan Tian , Abolfazl Safikhani

Out-of-distribution (OOD) detection is essential for determining when a supervised model encounters inputs that differ meaningfully from its training distribution. While widely studied in classification, OOD detection for regression and…

Machine Learning · Statistics 2025-12-16 Min Lu , Hemant Ishwaran

Modeling real-world multidimensional time series can be particularly challenging when these are sporadically observed (i.e., sampling is irregular both in time and across dimensions)-such as in the case of clinical patient data. To address…

Machine Learning · Computer Science 2019-12-02 Edward De Brouwer , Jaak Simm , Adam Arany , Yves Moreau