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Online algorithms for detecting changepoints, or abrupt shifts in the behavior of a time series, are often deployed with limited resources, e.g., to edge computing settings such as mobile phones or industrial sensors. In these scenarios it…

Machine Learning · Statistics 2021-07-27 Gregory W. Gundersen , Diana Cai , Chuteng Zhou , Barbara E. Engelhardt , Ryan P. Adams

We present a Bayesian method for multivariate changepoint detection that allows for simultaneous inference on the location of a changepoint and the coefficients of a logistic regression model for distinguishing pre-changepoint data from…

Methodology · Statistics 2025-03-11 Andrew M. Thomas , Michael Jauch , David S. Matteson

Estimating time-varying graphical models are of paramount importance in various social, financial, biological, and engineering systems, since the evolution of such networks can be utilized for example to spot trends, detect anomalies,…

Machine Learning · Statistics 2023-02-07 Hang Yu , Songwei Wu , Justin Dauwels

A framework for online simultaneous localization, mapping and self-calibration is presented which can detect and handle significant change in the calibration parameters. Estimates are computed in constant-time by factoring the problem and…

Computer Vision and Pattern Recognition · Computer Science 2014-11-06 Nima Keivan , Gabe Sibley

We study the use of spike and slab priors for consistent estimation of the number of change points and their locations. Leveraging recent results in the variable selection literature, we show that an estimator based on spike and slab priors…

Methodology · Statistics 2021-06-22 Lorenzo Cappello , Oscar Hernan Madrid Padilla , Julia A. Palacios

This paper addresses the problem of fault diagnosis in multistation assembly systems. Fault diagnosis is to identify process faults that cause the excessive dimensional variation of the product using dimensional measurements. For such…

Applications · Statistics 2022-10-31 Jihoon Chung , Bo Shen , Zhenyu , Kong

Bayesian On-line Changepoint Detection is extended to on-line model selection and non-stationary spatio-temporal processes. We propose spatially structured Vector Autoregressions (VARs) for modelling the process between changepoints (CPs)…

Machine Learning · Statistics 2018-06-07 Jeremias Knoblauch , Theodoros Damoulas

We introduce a new method for high-dimensional, online changepoint detection in settings where a $p$-variate Gaussian data stream may undergo a change in mean. The procedure works by performing likelihood ratio tests against simple…

Methodology · Statistics 2020-10-13 Yudong Chen , Tengyao Wang , Richard J. Samworth

Structure Learning for Bayesian network (BN) is an important problem with extensive research. It plays central roles in a wide variety of applications in Alibaba Group. However, existing structure learning algorithms suffer from…

Machine Learning · Computer Science 2020-12-08 Rong Zhu , Andreas Pfadler , Ziniu Wu , Yuxing Han , Xiaoke Yang , Feng Ye , Zhenping Qian , Jingren Zhou , Bin Cui

In this paper we propose a bayesian approach for near-duplicate image detection, and investigate how different probabilistic models affect the performance obtained. The task of identifying an image whose metadata are missing is often…

Computer Vision and Pattern Recognition · Computer Science 2021-08-23 Lucas Moutinho Bueno , Eduardo Valle , Ricardo da Silva Torres

This paper introduces a novel Bayesian approach to detect changes in the variance of a Gaussian sequence model, focusing on quantifying the uncertainty in the change point locations and providing a scalable algorithm for inference. Such a…

Methodology · Statistics 2025-03-04 Lorenzo Cappello , Oscar Hernan Madrid Padilla

Sensor technology developments provide a basis for effective fault diagnosis in manufacturing systems. However, the limited number of sensors due to physical constraints or undue costs hinders the accurate diagnosis in the actual process.…

Machine Learning · Computer Science 2023-10-26 Jihoon Chung , Zhenyu Kong

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 state-of-the-art online learning models generally conduct a single online gradient descent when a new sample arrives and thus suffer from suboptimal model weights. To this end, we introduce an online broad learning system framework with…

Machine Learning · Computer Science 2025-12-09 Chunyu Lei , Guang-Ze Chen , C. L. Philip Chen , Tong Zhang

The problem of identifying change points in high-dimensional Gaussian graphical models (GGMs) in an online fashion is of interest, due to new applications in biology, economics and social sciences. The offline version of the problem, where…

Statistics Theory · Mathematics 2020-03-18 Hossein Keshavarz , George Michailidis

We study online changepoint detection in the context of a linear regression model. We propose a class of heavily weighted statistics based on the CUSUM process of the regression residuals, which are specifically designed to ensure timely…

Methodology · Statistics 2024-02-08 Fabrizio Ghezzi , Eduardo Rossi , Lorenzo Trapani

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

In several modern applications, data are generated continuously over time, such as data generated from smartwatches. We assume data are collected and analyzed sequentially, in batches. Since traditional or offline methods can be extremely…

Methodology · Statistics 2025-01-22 Payel Ghosal , Shamriddha De , Joyee Ghosh

Change detection has been a challenging visual task due to the dynamic nature of real-world scenes. Good performance of existing methods depends largely on prior background images or a long-term observation. These methods, however, suffer…

Computer Vision and Pattern Recognition · Computer Science 2018-11-21 Chao Chen , Sheng Zhang , Cuibing Du

I describe a new time-domain algorithm for detecting localized structures (bursts), revealing pulse shapes, and generally characterizing intensity variations. The input is raw counting data, in any of three forms: time-tagged photon events…

Astrophysics · Physics 2015-06-24 Jeffrey D. Scargle