相关论文: Approximate Recovery in Changepoint Problems, from…

Inconsistent values are commonly encountered in real-world applications, which can negatively impact data analysis and decision-making. While existing research primarily focuses on identifying the smallest removal set to resolve…

We address a core problem of computer vision: Detection and description of 2D feature points for image matching. For a long time, hand-crafted designs, like the seminal SIFT algorithm, were unsurpassed in accuracy and efficiency. Recently,…

Estimating high-dimensional precision matrices is a fundamental problem in modern statistics, with the graphical lasso and its $\ell_1$-penalty being a standard approach for recovering sparsity patterns. However, many statistical models,…

Keypoint detection is the foundation of many computer vision tasks, including image registration, structure-from-motion, 3D reconstruction, visual odometry, and SLAM. Traditional detectors (SIFT, ORB, BRISK, FAST, etc.) and learning-based…

We study the asymptotics for jump-penalized least squares regression aiming at approximating a regression function by piecewise constant functions. Besides conventional consistency and convergence rates of the estimates in $L^2([0,1))$ our…

The increasing volume of data streams poses significant computational challenges for detecting changepoints online. Likelihood-based methods are effective, but a naive sequential implementation becomes impractical online due to high…

It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions,…

We develop a mixture procedure for multi-sensor systems to monitor data streams for a change-point that causes a gradual degradation to a subset of the streams. Observations are assumed to be initially normal random variables with known…

Fast multiple change-point segmentation methods, which additionally provide faithful statistical statements on the number, locations and sizes of the segments, have recently received great attention. In this paper, we propose a multiscale…

It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions,…

Accurate reconstruction of piecewise-smooth functions from a finite number of Fourier coefficients is an important problem in various applications. The inherent inaccuracy, in particular the Gibbs phenomenon, is being intensively…

Sequential change point detection for multivariate autocorrelated data is a very common problem in practice. However, when the sensing resources are limited, only a subset of variables from the multivariate system can be observed at each…

This paper studies the recovery of a joint piece-wise linear trend from a time series using L1 regularization approach, called L1 trend filtering (Kim, Koh and Boyd, 2009). We provide some sufficient conditions under which a L1 trend filter…

We show that measures with finite support on the real line are the unique solution to an algorithm, named generalized minimal extrapolation, involving only a finite number of generalized moments (which encompass the standard moments, the…

We propose a reconstruction-based a posteriori error estimate for linear advection problems in one space dimension. In our framework, a stable variational ultra-weak formulation is adopted, and the equivalence of the $L_2$-norm of the error…

We study the exploration problem with approximate linear action-value functions in episodic reinforcement learning under the notion of low inherent Bellman error, a condition normally employed to show convergence of approximate value…

Sequential (online) change-point detection involves continuously monitoring time-series data and triggering an alarm when shifts in the data distribution are detected. We propose an algorithm for real-time identification of alterations in…

While many methods are available to detect structural changes in a time series, few procedures are available to quantify the uncertainty of these estimates post-detection. In this work, we fill this gap by proposing a new framework to test…

The paper studies the problem of detecting and locating change points in multivariate time-evolving data. The problem has a long history in statistics and signal processing and various algorithms have been developed primarily for simple…

Feature detection is an important procedure for image matching, where unsupervised feature detection methods are the detection approaches that have been mostly studied recently, including the ones that are based on repeatability requirement…