相关论文: State-of-the-Art in Sequential Change-Point Detect…

The automatic detection of changes or anomalies between multispectral and hyperspectral images collected at different time instants is an active and challenging research topic. To effectively perform change-point detection in multitemporal…

Changepoint models typically assume the data within each segment are independent and identically distributed conditional on some parameters which change across segments. This construction may be inadequate when data are subject to local…

The aim of the present study is to detect abrupt trend changes in the mean of a multidimensional sequential signal. Directly inspired by papers of Fernhead and Liu ([4] and [5]), this work describes the signal in a hierarchical manner : the…

This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…

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…

We consider the problem of detecting a change in mean in a sequence of Gaussian vectors. Under the alternative hypothesis, the change occurs only in some subset of the components of the vector. We propose a test of the presence of a…

Fine-grained time series data are crucial for accurate and timely online change detection. While both collective anomalies and change points can coexist in such data, their joint online detection has received limited attention. In this…

In standardized educational testing, test items are reused in multiple test administrations. To ensure the validity of test scores, the psychometric properties of items should remain unchanged over time. In this paper, we consider the…

We study the problem of quickest detection of a change in the mean of an observation sequence, under the assumption that both the pre- and post-change distributions have bounded support. We first study the case where the pre-change…

The problem of sequential anomaly detection and identification is considered, where multiple data sources are simultaneously monitored and the goal is to identify in real time those, if any, that exhibit ``anomalous" statistical behavior.…

This work considers the problem of detecting signals from multiple sequentially observed data streams, where only one stream can be observed at every time instant. The goal is to detect signals as quickly as possible while controlling the…

Many offline unsupervised change point detection algorithms rely on minimizing a penalized sum of segment-wise costs. We extend this framework by proposing to minimize a sum of discrepancies between segments. In particular, we propose to…

In this paper, we propose a class of monitoring statistics for a mean shift in a sequence of high-dimensional observations. Inspired by the recent U-statistic based retrospective tests developed by Wang et al.(2019) and Zhang et al.(2020),…

The problem of decentralized sequential detection with conditionally independent observations is studied. The sensors form a star topology with a central node called fusion center as the hub. The sensors make noisy observations of a…

In time series data analysis, detecting change points on a real-time basis (online) is of great interest in many areas, such as finance, environmental monitoring, and medicine. One promising means to achieve this is the Bayesian online…

We suggest a novel procedure for online change point detection. Our approach expands an idea of maximizing a discrepancy measure between points from pre-change and post-change distributions. This leads to flexible algorithms suitable for…

We consider the problem of sequential change detection, where the goal is to design a scheme for detecting any changes in a parameter or functional $\theta$ of the data stream distribution that has small detection delay, but guarantees…

Recent findings suggest that abnormal operating conditions of equipment in the oil and gas supply chain represent a large fraction of anthropogenic methane emissions. Thus, effective mitigation of emissions necessitates rapid identification…

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…

Given a times series ${\bf Y}$ in $\mathbb{R}^n$, with a piece-wise contant mean and independent components, the twin problems of change-point detection and change-point localization respectively amount to detecting the existence of times…