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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

Changepoints are abrupt variations in the generative parameters of a data sequence. Online detection of changepoints is useful in modelling and prediction of time series in application areas such as finance, biometrics, and robotics. While…

Machine Learning · Statistics 2007-10-22 Ryan Prescott Adams , David J. C. MacKay

Inspired by graph-based methodologies, we introduce a novel graph-spanning algorithm designed to identify changes in both offline and online data across low to high dimensions. This versatile approach is applicable to Euclidean and…

Machine Learning · Statistics 2026-01-09 Yang-Wen Sun , Katerina Papagiannouli , Vladimir Spokoiny

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

A method for change point detection is proposed. We consider a univariate sequence of independent random variables with piecewise constant expectation and variance, apart from which the distribution may vary periodically. We aim to detect…

Methodology · Statistics 2021-06-23 Michael Messer

The aim of change-point detection is to identify behavioral shifts within time series data. This article focuses on scenarios where the data is derived from an inhomogeneous Poisson process or a marked Poisson process. We present a…

Methodology · Statistics 2024-11-07 C. Dion-Blanc , D. Hawat , E. Lebarbier , S. Robin

Online Scene Change Detection (SCD) is an extremely challenging problem that requires an agent to detect relevant changes on the fly while observing the scene from unconstrained viewpoints. Existing online SCD methods are significantly less…

Computer Vision and Pattern Recognition · Computer Science 2026-02-25 Chamuditha Jayanga Galappaththige , Jason Lai , Lloyd Windrim , Donald Dansereau , Niko Sünderhauf , Dimity Miller

We consider the problem of detecting multiple changepoints in large data sets. Our focus is on applications where the number of changepoints will increase as we collect more data: for example in genetics as we analyse larger regions of the…

Methodology · Statistics 2015-03-17 R. Killick , P. Fearnhead , I. A. Eckley

High-dimensional streaming data are becoming increasingly ubiquitous in many fields. They often lie in multiple low-dimensional subspaces, and the manifold structures may change abruptly on the time scale due to pattern shift or occurrence…

Machine Learning · Statistics 2022-04-13 Ruiyu Xu , Jianguo Wu , Xiaowei Yue , Yongxiang Li

Change point detection aims to identify abrupt shifts occurring at multiple points within a data sequence. This task becomes particularly challenging in the online setting, where different types of changes can occur, including shifts in…

Machine Learning · Computer Science 2024-10-29 Chengyuan Deng , Zhengzhang Chen , Xujiang Zhao , Haoyu Wang , Junxiang Wang , Haifeng Chen , Jie Gao

We propose a new framework for the detection of change-points in online, sequential data analysis. The approach utilizes nearest neighbor information and can be applied to sequences of multivariate observations or non-Euclidean data…

Methodology · Statistics 2018-05-01 Hao Chen

Anomaly detection methods are part of the systems where rare events may endanger an operation's profitability, safety, and environmental aspects. Although many state-of-the-art anomaly detection methods were developed to date, their…

Machine Learning · Computer Science 2023-02-01 Marek Wadinger , Michal Kvasnica

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 regime of change-point detection, a nonparametric framework based on scan statistics utilizing graphs representing similarities among observations is gaining attention due to its flexibility and good performances for high-dimensional…

Methodology · Statistics 2021-09-16 Hoseung Song , Hao Chen

As contemporary software-intensive systems reach increasingly large scale, it is imperative that failure detection schemes be developed to help prevent costly system downtimes. A promising direction towards the construction of such schemes…

Applications · Statistics 2016-09-27 Alexey Artemov , Evgeny Burnaev

In this paper we present novel methodology for automatic anomaly and switch event filtering to improve load estimation in power grid systems. By leveraging unsupervised methods with supervised optimization, our approach prioritizes…

Machine Learning · Computer Science 2024-10-24 Roel Bouman , Linda Schmeitz , Luco Buise , Jacco Heres , Yuliya Shapovalova , Tom Heskes

Change point detection becomes more and more important as datasets increase in size, where unsupervised detection algorithms can help users process data. To detect change points, a number of unsupervised algorithms have been developed which…

Numerical Analysis · Mathematics 2021-06-18 Rebecca Gedda , Larisa Beilina , Ruomu Tan

Many industrial and security applications employ a suite of sensors for detecting abrupt changes in temporal behavior patterns. These abrupt changes typically manifest locally, rendering only a small subset of sensors informative.…

Machine Learning · Computer Science 2023-06-14 Aditya Gopalan , Venkatesh Saligrama , Braghadeesh Lakshminarayanan

We present a distribution-free CUSUM procedure designed for online change detection in a time series of low-rank images, particularly when the change causes a mean shift. We represent images as matrix data and allow for temporal dependence,…

Methodology · Statistics 2025-02-28 Tingnan Gong , Seong-Hee Kim , Yao Xie

In this paper we study online change point detection in dynamic networks with time heterogeneous missing pattern within networks and dependence across the time course. The missingness probabilities, the entrywise sparsity of networks, the…

Methodology · Statistics 2024-07-24 Haotian Xu , Paromita Dubey , Yi Yu