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Change point detection is a crucial aspect of analyzing time series data, as the presence of a change point indicates an abrupt and significant change in the process generating the data. While many algorithms for the problem of change point…

Machine Learning · Computer Science 2023-05-23 Mario Krause

We consider the testing and estimation of change-points, locations where the distribution abruptly changes, in a sequence of multivariate or non-Euclidean observations. We study a nonparametric framework that utilizes similarity information…

Methodology · Statistics 2018-02-23 Lynna Chu , Hao Chen

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

For data segmentation in high-dimensional linear regression settings, the regression parameters are often assumed to be sparse segment-wise, which enables many existing methods to estimate the parameters locally via $\ell_1$-regularised…

Methodology · Statistics 2026-05-08 Haeran Cho , Tobias Kley , Housen Li

Change detection of heterogeneous remote sensing images is an important and challenging topic in remote sensing for emergency situation resulting from nature disaster. Due to the different imaging mechanisms of heterogeneous sensors, it is…

Computer Vision and Pattern Recognition · Computer Science 2020-11-12 Lin Lei , Yuli Sun , Gangyao Kuang

We consider the testing and estimation of change-points -- locations where the distribution abruptly changes -- in a data sequence. A new approach, based on scan statistics utilizing graphs representing the similarity between observations,…

Methodology · Statistics 2015-02-18 Hao Chen , Nancy Zhang

When applying principal component analysis (PCA) for dimension reduction, the most varying projections are usually used in order to retain most of the information. For the purpose of anomaly and change detection, however, the least varying…

Methodology · Statistics 2019-08-07 Martin Tveten , Ingrid K. Glad

Consider the detection of a sparse change in high-dimensional time-series. We introduce Sparsity Likelihood-based (SL-based) score and the change-points detection procedure in multivariate normal model with general covariance structure.…

Methodology · Statistics 2025-07-30 Jingyan Huang

Sequential change point detection for multivariate autocorrelated data is a very common problem in practice. However, when the sensing resources are limited, only a subset of variables from the multivariate system can be observed at each…

Machine Learning · Statistics 2024-04-02 Haijie Xu , Xiaochen Xian , Chen Zhang , Kaibo Liu

Changes in the structure of observed social and complex networks' structure can indicate a significant underlying change in an organization, or reflect the response of the network to an external event. Automatic detection of change points…

Social and Information Networks · Computer Science 2022-02-22 Hadar Miller , Osnat Mokryn

We propose a novel Bayesian framework for changepoint detection in large-scale spherical spatiotemporal data, with broad applicability in environmental and climate sciences. Our approach models changepoints as spatially dependent…

Methodology · Statistics 2026-02-16 Samantha Shi-Jun , Bo Li

Change-point analysis is thriving in this big data era to address problems arising in many fields where massive data sequences are collected to study complicated phenomena over time. It plays an important role in processing these data by…

Methodology · Statistics 2022-03-23 Yi-Wei Liu , Hao Chen

Detecting relevant changes in dynamic time series data in a timely manner is crucially important for many data analysis tasks in real-world settings. Change point detection methods have the ability to discover changes in an unsupervised…

Artificial Intelligence · Computer Science 2022-01-19 Kamil Faber , Roberto Corizzo , Bartlomiej Sniezynski , Michael Baron , Nathalie Japkowicz

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 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

In recent years, change point detection for high dimensional data has become increasingly important in many scientific fields. Most literature develop a variety of separate methods designed for specified models (e.g. mean shift model,…

Methodology · Statistics 2022-07-20 Yue Bai , Abolfazl Safikhani

Archetypal scenarios for change detection generally consider two images acquired through sensors of the same modality. However, in some specific cases such as emergency situations, the only images available may be those acquired through…

Image and Video Processing · Electrical Eng. & Systems 2019-09-04 Vinicius Ferraris , Nicolas Dobigeon , Yanna Cavalcanti , Thomas Oberlin , Marie Chabert

In many applications, it is often of practical and scientific interest to detect anomaly events in a streaming sequence of high-dimensional or non-Euclidean observations. We study a non-parametric framework that utilizes nearest neighbor…

Methodology · Statistics 2022-10-25 Lynna Chu , Hao Chen

High-dimensional time series are characterized by a large number of measurements and complex dependence, and often involve abrupt change points. We propose a new procedure to detect change points in the mean of high-dimensional time series…

Methodology · Statistics 2019-03-19 Jun Li , Minya Xu , Ping-Shou Zhong , Lingjun Li

Change detection and irregular object extraction in 3D point clouds is a challenging task that is of high importance not only for autonomous navigation but also for updating existing digital twin models of various industrial environments.…

Computer Vision and Pattern Recognition · Computer Science 2023-12-18 Nikolaos Stathoulopoulos , Anton Koval , George Nikolakopoulos