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Point pattern data often exhibit features such as abrupt changes, hotspots and spatially varying dependence in local intensity. Under a Poisson process framework, these correspond to discontinuities and nonstationarity in the underlying…

Methodology · Statistics 2025-07-24 Izabel Nolau , Flávio B. Gonçalves , Dani Gamerman

A change point problem occurs in many statistical applications. If there exist change points in a model, it is harmful to make a statistical analysis without any consideration of the existence of the change points and the results derived…

Methodology · Statistics 2011-01-24 Xiaoping Shi , Yuehua Wu , Baisuo Jin

We address the sequential change-point detection problem for the Gaussian model where baseline distribution is Gaussian with variance \sigma^2 and mean \mu such that \sigma^2=a\mu, where a>0 is a known constant; the change is in \mu from…

Statistics Theory · Mathematics 2012-03-06 Aleksey S. Polunchenko , Alexander G. Tartakovsky , Nitis Mukhopadhyay

Changepoint detection is the problem of finding abrupt or gradual changes in time series data when the distribution of the time series changes significantly. There are many sophisticated statistical algorithms for solving changepoint…

Methodology · Statistics 2020-10-14 Ritwik Bhaduri , Subhrajyoty Roy , Sankar K. Pal

Naturalistic driving action recognition is essential for vehicle cabin monitoring systems. However, the complexity of real-world backgrounds presents significant challenges for this task, and previous approaches have struggled with…

Computer Vision and Pattern Recognition · Computer Science 2025-03-07 Qing Chang , Wei Dai , Zhihao Shuai , Limin Yu , Yutao Yue

Change-point analysis is a flexible and computationally tractable tool for the analysis of times series data from systems that transition between discrete states and whose observables are corrupted by noise. The change-point algorithm is…

Data Analysis, Statistics and Probability · Physics 2015-05-22 Paul A. Wiggins , Colin H. LaMont

Methods in the field of quickest change detection rapidly detect in real-time a change in the data-generating distribution of an online data stream. Existing methods have been able to detect this change point when the densities of the pre-…

Methodology · Statistics 2025-07-09 Sean Moushegian , Suya Wu , Enmao Diao , Jie Ding , Taposh Banerjee , Vahid Tarokh

This paper introduces a new method for change detection in psychometric studies based on the recently introduced pseudo Score statistic, for which the sampling distribution under the alternative hypothesis has been determined. Our approach…

Methodology · Statistics 2024-08-09 Nicoletta D'Angelo

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

Detecting weak clustered signal in spatial data is important but challenging in applications such as medical image and epidemiology. A more efficient detection algorithm can provide more precise early warning, and effectively reduce the…

Methodology · Statistics 2019-04-09 Xin Zhang , Zhengyuan Zhu

This manuscript makes two contributions to the field of change-point detection. In a generalchange-point setting, we provide a generic algorithm for aggregating local homogeneity testsinto an estimator of change-points in a time series.…

Statistics Theory · Mathematics 2022-12-09 Emmanuel Pilliat , Alexandra Carpentier , Nicolas Verzelen

This paper studies methods for testing and estimating change-points in the covariance structure of a high-dimensional linear time series. The assumed framework allows for a large class of multivariate linear processes (including vector…

Statistics Theory · Mathematics 2020-01-14 Ansgar Steland

We study the problem of detecting a common change point in large panel data based on a mean shift model, wherein the errors exhibit both temporal and cross-sectional dependence. A least squares based procedure is used to estimate the…

Statistics Theory · Mathematics 2019-04-26 Monika Bhattacharjee , Moulinath Banerjee , George Michailidis

Unlike conventional frame-based sensors, event-based visual sensors output information through spikes at a high temporal resolution. By only encoding changes in pixel intensity, they showcase a low-power consuming, low-latency approach to…

Computer Vision and Pattern Recognition · Computer Science 2019-03-19 Rohan Ghosh , Anupam Gupta , Siyi Tang , Alcimar Soares , Nitish Thakor

The problem of decentralized sequential change detection is considered, where an abrupt change occurs in an area monitored by a number of sensors; the sensors transmit their data to a fusion center, subject to bandwidth and energy…

Statistics Theory · Mathematics 2013-11-12 Georgios Fellouris , George V. Moustakides

A new Bayesian modelling framework is introduced for piece-wise homogeneous variable-memory Markov chains, along with a collection of effective algorithmic tools for change-point detection and segmentation of discrete time series. Building…

Methodology · Statistics 2025-01-14 Valentinian Lungu , Ioannis Papageorgiou , Ioannis Kontoyiannis

We propose an effective approach for spatio-temporal action localization in realistic videos. The approach first detects proposals at the frame-level and scores them with a combination of static and motion CNN features. It then tracks…

Computer Vision and Pattern Recognition · Computer Science 2015-09-29 Philippe Weinzaepfel , Zaid Harchaoui , Cordelia Schmid

This paper develops change-point methods for the spectrum of a locally stationary time series. We focus on series with a bounded spectral density that change smoothly under the null hypothesis but exhibits change-points or becomes less…

Statistics Theory · Mathematics 2024-08-08 Alessandro Casini , Pierre Perron

The goal of the change-point detection is to discover changes of time series distribution. One of the state of the art approaches of the change-point detection are based on direct density ratio estimation. In this work we show how existing…

Machine Learning · Computer Science 2022-06-22 Mikhail Hushchyn , Andrey Ustyuzhanin

Vector autoregressive (VAR) models are widely used in multivariate time series analysis for describing the short-time dynamics of the data. The reduced-rank VAR models are of particular interest when dealing with high-dimensional and highly…

Statistics Theory · Mathematics 2023-05-02 Farida Enikeeva , Olga Klopp , Mathilde Rousselot