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In this paper we introduce a novel approach for an important problem of break detection. Specifically, we are interested in detection of an abrupt change in the covariance structure of a high-dimensional random process -- a problem, which…

Statistics Theory · Mathematics 2020-07-30 Valeriy Avanesov , Nazar Buzun

In this paper, we address the problem of detecting anomalies among a given set of binary processes via learning-based controlled sensing. Each process is parameterized by a binary random variable indicating whether the process is anomalous.…

Machine Learning · Computer Science 2023-12-04 Geethu Joseph , Chen Zhong , M. Cenk Gursoy , Senem Velipasalar , Pramod K. Varshney

We study synthetic aperture radar (SAR) imaging and motion estimation of complex scenes consisting of stationary and moving targets. We use the classic SAR setup with a single antenna emitting signals and receiving the echoes from the…

Numerical Analysis · Mathematics 2015-06-11 Liliana Borcea , Thomas Callaghan , George Papanicolaou

In this paper, we develop a method to model and estimate several, _dependent_ count processes, using granular data. Specifically, we develop a multivariate Cox process with shot noise intensities to jointly model the arrival process of…

Risk Management · Quantitative Finance 2021-08-19 Benjamin Avanzi , Gregory Clive Taylor , Bernard Wong , Xinda Yang

Inverse rendering is an ill-posed problem. Previous work has sought to resolve this by focussing on priors for object or scene shape or appearance. In this work, we instead focus on a prior for natural illuminations. Current methods rely on…

Computer Vision and Pattern Recognition · Computer Science 2023-11-17 James A. D. Gardner , Bernhard Egger , William A. P. Smith

Ab initio instanton rate theory is a computational method for rigorously including tunnelling effects into calculations of chemical reaction rates based on a potential-energy surface computed on the fly from electronic-structure theory.…

Chemical Physics · Physics 2018-05-08 Gabriel Laude , Danilo Calderini , David P. Tew , Jeremy O. Richardson

We present a method to detect departures from business-justified workflows among support agents. Our goal is to assist auditors in identifying agent actions that cannot be explained by the activity within their surrounding context, where…

Cryptography and Security · Computer Science 2024-11-06 Birkett Huber , Casper Neo , Keiran Sampson , Alex Kantchelian , Brett Ksobiech , Yanis Pavlidis

In a context of a continuous digitalisation of processes, organisations must deal with the challenge of detecting anomalies that can reveal suspicious activities upon an increasing volume of data. To pursue this goal, audit engagements are…

Computational Engineering, Finance, and Science · Computer Science 2024-05-24 A. Herreros-Martínez , R. Magdalena-Benedicto , J. Vila-Francés , A. J. Serrano-López , S. Pérez-Díaz

Object detection is a basic computer vision task to loccalize and categorize objects in a given image. Most state-of-the-art detection methods utilize a fixed number of proposals as an intermediate representation of object candidates, which…

Computer Vision and Pattern Recognition · Computer Science 2022-07-13 Yiming Cui , Linjie Yang , Ding Liu

This paper details a system for fast visual exploration and search without prior map information. We leverage frontier based planning with both LiDAR and visual sensing and augment it with a perception module that contextually labels points…

Robotics · Computer Science 2024-08-07 Ryan Gupta , Kyle Morgenstein , Steven Ortega , Luis Sentis

We consider the linear discriminant analysis problem in the high-dimensional settings. In this work, we propose PANDA(PivotAl liNear Discriminant Analysis), a tuning-insensitive method in the sense that it requires very little effort to…

Statistics Theory · Mathematics 2023-09-19 Ethan X. Fang , Yajun Mei , Yuyang Shi , Qunzhi Xu , Tuo Zhao

Learning causal structure from observational data is a fundamental challenge in machine learning. However, the majority of commonly used differentiable causal discovery methods are non-identifiable, turning this problem into a continuous…

Machine Learning · Computer Science 2022-09-30 Yu Wang , An Zhang , Xiang Wang , Yancheng Yuan , Xiangnan He , Tat-Seng Chua

Sequential detection of independent anomalous processes among K processes is considered. At each time, only M processes can be observed, and the observations from each chosen process follow two different distributions, depending on whether…

Information Theory · Computer Science 2023-07-19 Kobi Cohen , Qing Zhao

We present a fast method for generating random samples according to a variable density Poisson-disc distribution. A minimum threshold distance is used to create a background grid array for keeping track of those points that might affect any…

Image and Video Processing · Electrical Eng. & Systems 2021-06-17 Nicholas Dwork , Corey A. Baron , Ethan M. I. Johnson , Daniel O'Connor , John M. Pauly , Peder E. Z. Larson

We describe a simple multivariate technique of likelihood ratios for improved discrimination of signal and background in multi-dimensional quantum target detection. The technique combines two independent variables, time difference and…

Illumination effects cause problems for many computer vision algorithms. We present a user-friendly interactive system for robust illumination-invariant image generation. Compared with the previous automated illumination-invariant image…

Computer Vision and Pattern Recognition · Computer Science 2016-07-21 Han Gong , Graham Finlayson

Large-scale randomized experiments, sometimes called A/B tests, are increasingly prevalent in many industries. Though such experiments are often analyzed via frequentist $t$-tests, arguably such analyses are deficient: $p$-values are hard…

Methodology · Statistics 2020-03-27 F. Richard Guo , James McQueen , Thomas S. Richardson

Uncertainty is unavoidable in modeling dynamical systems and it may be represented mathematically by differential inclusions. In the past, we proposed an algorithm to compute validated solutions of differential inclusions; here we provide…

Numerical Analysis · Mathematics 2020-01-31 Sanja Zivanovic Gonzalez , Pieter Collins , Luca Geretti , Davide Bresolin , Tiziano Villa

Space-based X-ray detectors are subject to significant fluxes of charged particles in orbit, notably energetic cosmic ray protons, contributing a significant background. We develop novel machine learning algorithms to detect charged…

Instrumentation and Methods for Astrophysics · Physics 2020-12-04 D. R. Wilkins , S. W. Allen , E. D. Miller , M. Bautz , T. Chattopadhyay , S. Fort , C. E. Grant , S. Herrmann , R. Kraft , R. G. Morris , P. Nulsen

Given a stationary point process, an intensity burst is defined as a short time period during which the number of counts is larger than the typical count rate. It might signal a local non-stationarity or the presence of an external…

Trading and Market Microstructure · Quantitative Finance 2018-04-04 Marcello Rambaldi , Vladimir Filimonov , Fabrizio Lillo