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A key step in reverse engineering neural networks is to decompose them into simpler parts that can be studied in relative isolation. Linear parameter decomposition -- a framework that has been proposed to resolve several issues with current…

Machine Learning · Computer Science 2025-09-05 Lucius Bushnaq , Dan Braun , Lee Sharkey

We develop a semi-parametric state-space model for time-series data with latent regime transitions. Classical Markov-switching models use fixed parametric transition functions, such as logistic or probit links, which restrict flexibility…

Machine Learning · Statistics 2026-04-08 Prakul Sunil Hiremath

This paper addresses the issue of detecting change-points in multivariate time series. The proposed approach differs from existing counterparts by making only weak assumptions on both the change-points structure across series, and the…

Methodology · Statistics 2014-07-14 Flore Harlé , Florent Chatelain , Cédric Gouy-Pailler , Sophie Achard

Linear relations, containing measurement errors in input and output data, are considered. Parameters of these so-called errors-in-variables models can change at some unknown moment. The aim is to test whether such an unknown change has…

Statistics Theory · Mathematics 2020-01-22 Michal Pešta

Most studies in real time change-point detection either focus on the linear model or use the CUSUM method under classical assumptions on model errors. This paper considers the sequential change-point detection in a nonlinear quantile model.…

Statistics Theory · Mathematics 2016-05-03 Gabriela Ciuperca

Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…

Dynamical Systems · Mathematics 2023-05-17 Nan Chen , Yinling Zhang

Parameter inference of dynamical systems is a challenging task faced by many researchers and practitioners across various fields. In many applications, it is common that only limited variables are observable. In this paper, we propose a…

Methodology · Statistics 2020-01-01 Yu Chen , Jin Cheng , Arvind Gupta , Huaxiong Huang , Shixin Xu

Understanding the dynamics of generic 3D scenes is fundamentally challenging in computer vision, essential in enhancing applications related to scene reconstruction, motion tracking, and avatar creation. In this work, we address the task as…

Computer Vision and Pattern Recognition · Computer Science 2024-06-07 Yan Zhang , Sergey Prokudin , Marko Mihajlovic , Qianli Ma , Siyu Tang

One of the main features of interest in analysing the light curves of stars is the underlying periodic behaviour. The corresponding observations are a complex type of time series with unequally spaced time points and are sometimes…

Applications · Statistics 2022-11-21 Efthymia Derezea , Alfred Kume , Dirk Froebrich

Nonlinear systems are capable of displaying complex behavior even if this is the result of a small number of interacting time scales. A widely studied case is when complex dynamics emerges out of a nonlinear system being forced by a simple…

Quantitative Methods · Quantitative Biology 2015-06-01 Leandro M. Alonso

We propose a technique for the design and analysis of adaptation algorithms in dynamical systems. The technique applies both to systems with conventional Lyapunov-stable target dynamics and to ones of which the desired dynamics around the…

Optimization and Control · Mathematics 2007-05-23 Tyukin Ivan , Danil Prokhorov , Cees van Leeuwen

We introduce a novel framework for change point detection in spherical functional autoregressive (SPHAR) processes, enabling the identification of structural breaks in spatio-temporal random fields on the sphere. Our LASSO-regularized…

Methodology · Statistics 2025-12-04 Federica Spoto , Alessia Caponera , Pierpaolo Brutti

This paper presents two schemes to jointly estimate parameters and states of discrete-time nonlinear systems in the presence of bounded disturbances and noise and where the parameters belong to a known compact set. The schemes are based on…

Optimization and Control · Mathematics 2022-03-23 T. J. Meijer , V. S. Dolk , M. S. Chong , R. Postoyan , B. de Jager , D. Nešić , W. P. M. H. Heemels

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

To accurately reproduce measurements from the real world, simulators need to have an adequate model of the physical system and require the parameters of the model be identified. We address the latter problem of estimating parameters through…

Robotics · Computer Science 2022-03-01 Eric Heiden , Christopher E. Denniston , David Millard , Fabio Ramos , Gaurav S. Sukhatme

We propose novel parameter estimation algorithms for a class of dynamical systems with nonlinear parametrization. The class is initially restricted to smooth monotonic functions with respect to a linear functional of the parameters. We show…

Dynamical Systems · Mathematics 2007-05-23 Ivan Tyukin , Danil Prokhorov , Cees van Leeuwen

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

This paper proposes an efficient unsupervised method for detecting relevant changes between two temporally different images of the same scene. A convolutional neural network (CNN) for semantic segmentation is implemented to extract…

Neural and Evolutionary Computing · Computer Science 2019-03-22 Kevin Louis de Jong , Anna Sergeevna Bosman

We introduce a performance-driven framework for constructing strictly causal forward-oriented observables in strongly non-stationary time series. The method combines a robustly normalized composite of heterogeneous indicators with a…

Computational Finance · Quantitative Finance 2026-03-17 Lucas A. Souza

Many astrophysical phenomena are time-varying, in the sense that their intensity, energy spectrum, and/or the spatial distribution of the emission suddenly change. This paper develops a method for modeling a time series of images. Under the…

Instrumentation and Methods for Astrophysics · Physics 2021-03-24 Cong Xu , Hans Moritz Günther , Vinay L. Kashyap , Thomas C. M. Lee , Andreas Zezas