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Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding…

机器学习 · 统计学 2025-09-30 Ioanna-Yvonni Tsaknaki , Fabrizio Lillo , Piero Mazzarisi

This paper investigates the quickest change detection of quantum states in a universal setting: specifically, where the post-change quantum state is not known a priori. We establish the asymptotic optimality of a two-stage approach in terms…

量子物理 · 物理学 2026-04-21 Arick Grootveld , Haodong Yang , Nandan Sriranga , Biao Chen , Venkata Gandikota , Jason Pollack

The aim of change-point detection is to identify behavioral shifts within time series data. This article focuses on scenarios where the data is derived from an inhomogeneous Poisson process or a marked Poisson process. We present a…

统计方法学 · 统计学 2024-11-07 C. Dion-Blanc , D. Hawat , E. Lebarbier , S. Robin

We propose a probabilistic formulation that enables sequential detection of multiple change points in a network setting. We present a class of sequential detection rules for certain functionals of change points (minimum among a subset), and…

统计理论 · 数学 2012-07-09 Arash Ali Amini , XuanLong Nguyen

Detecting changes in data streams is a vital task in many applications. There is increasing interest in changepoint detection in the online setting, to enable real-time monitoring and support prompt responses and informed decision-making.…

统计方法学 · 统计学 2024-05-27 Victor K. Khamesi , Niall M. Adams , Dean A. Bodenham , Edward A. K. Cohen

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…

统计方法学 · 统计学 2024-12-16 Yuhan Tian , Abolfazl Safikhani

We propose a grid-based methodology for online changepoint detection that allows offline changepoint tests to be applied to sequentially observed data. The methodology achieves low update and storage costs by testing for changepoints over a…

统计方法学 · 统计学 2026-03-20 Per August Jarval Moen

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…

统计方法学 · 统计学 2024-02-08 Fabrizio Ghezzi , Eduardo Rossi , Lorenzo Trapani

We consider the problem of sequential (online) estimation of a single change point in a piecewise linear regression model under a Gaussian setup. We demonstrate that certain CUSUM-type statistics attain the minimax optimal rates for…

统计理论 · 数学 2026-05-08 Annika Hüselitz , Housen Li , Axel Munk

We study the problem of change point localization in dynamic networks models. We assume that we observe a sequence of independent adjacency matrices of the same size, each corresponding to a realization of an unknown inhomogeneous Bernoulli…

统计方法学 · 统计学 2020-10-22 Daren Wang , Yi Yu , Alessandro Rinaldo

We introduce a new method for high-dimensional, online changepoint detection in settings where a $p$-variate Gaussian data stream may undergo a change in mean. The procedure works by performing likelihood ratio tests against simple…

统计方法学 · 统计学 2020-10-13 Yudong Chen , Tengyao Wang , Richard J. Samworth

Detecting the emergence of an abrupt change-point is a classic problem in statistics and machine learning. Kernel-based nonparametric statistics have been used for this task which enjoy fewer assumptions on the distributions than the…

机器学习 · 计算机科学 2018-11-14 Shuang Li , Yao Xie , Hanjun Dai , Le Song

We consider the sequential change-point detection problem of detecting changes that are characterized by a subspace structure. Such changes are frequent in high-dimensional streaming data altering the form of the corresponding covariance…

统计理论 · 数学 2018-06-29 Liyan Xie , George V. Moustakides , Yao Xie

A random sequence having two segments being the homogeneous Markov processes is registered. Each segment has his own transition probability law and the length of the segment is unknown and random. The transition probabilities of each…

统计理论 · 数学 2020-11-17 A. Ochman-Gozdek , W. Sarnowski , K. J. Szajowski

In this paper, we consider a network of quantum sensors, where each sensor is a qubit detector that "fires," i.e., its state changes when an event occurs close by. The change in state due to the firing of a detector is given by a unitary…

量子物理 · 物理学 2024-08-09 Caitao Zhan , Himanshu Gupta , Mark Hillery

Modern quantum devices require high-precision Hamiltonian dynamics, but environmental noise can cause calibrated Hamiltonian parameters to drift over time, necessitating expensive recalibration. Detecting when recalibration is needed is…

量子物理 · 物理学 2026-03-30 Steven T. Flammia , Dmitrii Khitrin , Muzhou Ma , Jamie Sikora , Yu Tong , Alice Zheng

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…

统计方法学 · 统计学 2025-08-11 Xian Chen , Weichi Wu

We propose a new framework for the detection of change-points in online, sequential data analysis. The approach utilizes nearest neighbor information and can be applied to sequences of multivariate observations or non-Euclidean data…

统计方法学 · 统计学 2018-05-01 Hao Chen

In this work, we consider the problem of online (real-time, single-shot) estimation of static or slow-varying parameters along quantum trajectories in quantum dynamical systems. Based on the measurement signal of a continuously-monitored…

量子物理 · 物理学 2024-06-19 Henrik Glavind Clausen , Pierre Rouchon , Rafal Wisniewski

We introduce a new aspect of nonlocality which arises when the task of quantum states distinguishability is considered under local operations and shared entanglement in the absence of classical communication. We find the optimal amount of…

量子物理 · 物理学 2016-03-24 Berry Groisman , Sergii Strelchuk