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We propose a new, generic and flexible methodology for nonparametric function estimation, in which we first estimate the number and locations of any features that may be present in the function, and then estimate the function parametrically…

Methodology · Statistics 2024-12-17 Rafal Baranowski , Yining Chen , Piotr Fryzlewicz

Shot charts in basketball analytics provide an indispensable tool for evaluating players' shooting performance by visually representing the distribution of field goal attempts across different court locations. However, conventional methods…

Methodology · Statistics 2025-05-16 Luca Scrucca , Dimitris Karlis

A new approach in team sports analysis consists in studying positioning and movements of players during the game in relation to team performance. State of the art tracking systems produce spatio-temporal traces of players that have…

Applications · Statistics 2017-07-06 Rodolfo Metulini , Marica Manisera , Paola Zuccolotto

Assistive devices, such as exoskeletons and prostheses, have revolutionized the field of rehabilitation and mobility assistance. Efficiently detecting transitions between different activities, such as walking, stair ascending and…

In sports analytics, player tracking data have driven significant advancements in the task of player evaluation. We present a novel generative framework for evaluating the observed frame-by-frame player positioning against a distribution of…

Applications · Statistics 2026-03-24 Quang Nguyen , Ronald Yurko

We propose a new unsupervised and non-parametric method to detect change points in intricate quasi-periodic signals. The detection relies on optimal transport theory combined with topological analysis and the bootstrap procedure. The…

Machine Learning · Computer Science 2022-11-15 Nikolay Shvetsov , Nazar Buzun , Dmitry V. Dylov

This paper describes and compares several prominent single and multiple changepoint techniques for time series data. Due to their importance in inferential matters, changepoint research on correlated data has accelerated recently.…

Methodology · Statistics 2021-01-07 Xueheng Shi , Colin Gallagher , Robert Lund , Rebecca Killick

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

As a baseball game progresses, batters appear to perform better the more times they face a particular pitcher. The apparent drop-off in pitcher performance from one time through the order to the next, known as the Time Through the Order…

Applications · Statistics 2023-09-21 Ryan S. Brill , Sameer K. Deshpande , Abraham J. Wyner

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

In this paper, we introduce two robust, nonparametric methods for multiple change-point detection in the variability of a multivariate sequence of observations. We demonstrate that changes in ranks generated from data depth functions can be…

Methodology · Statistics 2021-11-30 Kelly Ramsay , Shoja'eddin Chenouri

Evaluating sports players based on their performance shares core challenges with evaluating healthcare providers based on patient outcomes. Drawing on recent advances in healthcare provider profiling, we cast sports player evaluation within…

Applications · Statistics 2026-02-27 Herbert P. Susmann , Antonio D'Alessandro

This paper proposes a moving sum methodology for detecting multiple change points in high-dimensional time series under a factor model, where changes are attributed to those in loadings as well as emergence or disappearance of factors. We…

Methodology · Statistics 2025-07-24 Matteo Barigozzi , Haeran Cho , Lorenzo Trapani

Change point analysis has become an important research topic in many fields of applications. Several research work has been carried out to detect changes and its locations in time series data. In this paper, a nonparametric method based on…

Methodology · Statistics 2017-11-28 Ramadha D. Piyadi Gamage , Wei Ning

Change point detection (CPD) aims to locate abrupt property changes in time series data. Recent CPD methods demonstrated the potential of using deep learning techniques, but often lack the ability to identify more subtle changes in the…

Machine Learning · Computer Science 2021-07-21 Tim De Ryck , Maarten De Vos , Alexander Bertrand

In many multi-agent systems, agents interact repeatedly and are expected to settle into stable, rational behavior over time. Yet in practice, behavior often drifts, and detecting such deviations in real time remains an open challenge. We…

Computer Science and Game Theory · Computer Science 2026-05-25 Etienne Gauthier , Francis Bach , Michael I. Jordan

In Change point detection task Likelihood Ratio Test (LRT) is sequentially applied in a sliding window procedure. Its high values indicate changes of parametric distribution in the data sequence. Correspondingly LRT values require…

Statistics Theory · Mathematics 2017-10-23 Nazar Buzun , Valeriy Avanesov

Data drift is the change in model input data that is one of the key factors leading to machine learning models performance degradation over time. Monitoring drift helps detecting these issues and preventing their harmful consequences.…

Computation and Language · Computer Science 2023-05-30 Ella Rabinovich , Matan Vetzler , Samuel Ackerman , Ateret Anaby-Tavor

In this paper we consider change-points in multiple sequences with the objective of minimizing the estimation error of a sequence by making use of information from other sequences. This is in contrast to recent interest on change-points in…

Statistics Theory · Mathematics 2023-02-02 Hock Peng Chan

This paper describes a novel approach to change-point detection when the observed high-dimensional data may have missing elements. The performance of classical methods for change-point detection typically scales poorly with the…

Machine Learning · Statistics 2015-06-11 Yao Xie , Jiaji Huang , Rebecca Willett