Related papers: A Proof of The Changepoint Detection Threshold Con…
Preferential attachment networks are a type of random network where new nodes are connected to existing ones at random, and are more likely to connect to those that already have many connections. We investigate further a family of models…
An important problem in space-time adaptive detection is the estimation of the large p-by-p interference covariance matrix from training signals. When the number of training signals n is greater than 2p, existing estimators are generally…
The preferential attachment model is a natural and popular random graph model for a growing network that contains very well-connected ``hubs''. We study the higher-order connectivity of such a network by investigating the topological…
The aim of sequential change-point detection is to issue an alarm when it is thought that certain probabilistic properties of the monitored observations have changed. This work is concerned with nonparametric, closed-end testing procedures…
Networks are ubiquitous in diverse real-world systems. Many empirical networks grow as the number of nodes increases with time. Percolation transitions in growing random networks can be of infinite order. However, when the growth of large…
A martingale framework for concept change detection based on testing data exchangeability was recently proposed (Ho, 2005). In this paper, we describe the proposed change-detection test based on the Doob's Maximal Inequality and show that…
We propose a method to infer the presence and location of change-points in the distribution of a sequence of independent data taking values in a general metric space, where change-points are viewed as locations at which the distribution of…
Sequences of random objects arise from many real applications, including high throughput omic data and functional imaging data. Those sequences are usually dependent, non-linear, or even Non-Euclidean, and an important problem is…
Le Cam's two-point testing method yields perhaps the simplest lower bound for estimating the mean of a distribution: roughly, if it is impossible to well-distinguish a distribution centered at $\mu$ from the same distribution centered at…
The increasing volume of data streams poses significant computational challenges for detecting changepoints online. Likelihood-based methods are effective, but a naive sequential implementation becomes impractical online due to high…
This paper considers a sequence of random variables generated according to a common distribution. The distribution might undergo periods of transient changes at an unknown set of time instants, referred to as change-points. The objective is…
Estimating some mathematical expectations from partially observed data and in particular missing outcomes is a central problem encountered in numerous fields such as transfer learning, counterfactual analysis or causal inference. Matching…
The percolation phase transition in complex network systems attracts much attention and has numerous applications in various research fields. Finite size effects smooth the transition and make it difficult to predict the critical point of…
A new maximum likelihood method for deconvoluting a continuous density with a positive lower bound on a known compact support in additive measurement error models with known error distribution using the approximate Bernstein type polynomial…
We study the following preferential attachment variant of the classical Erdos-Renyi random graph process. Starting with an empty graph on n vertices, new edges are added one-by-one, and each time an edge is chosen with probability roughly…
Assume that there are multiple data streams (channels, sensors) and in each stream the process of interest produces generally dependent and non-identically distributed observations. When the process is in a normal mode (in-control), the…
Many traditional methods for identifying changepoints can struggle in the presence of outliers, or when the noise is heavy-tailed. Often they will infer additional changepoints in order to fit the outliers. To overcome this problem, data…
Change-point detection, detecting an abrupt change in the data distribution from sequential data, is a fundamental problem in statistics and machine learning. CUSUM is a popular statistical method for online change-point detection due to…
This paper investigates sequential change-point detection in reconfigurable sensor networks. In this problem, data from multiple sensors are observed sequentially. Each sensor can have a unique change point, and the data distribution…
Yang, Wang, and Motter [Phys. Rev. Lett. 109, 258701 (2012)] analyzed a model for network observability transitions in which a sensor placed on a node makes the node and the adjacent nodes observable. The size of the connected components…