相关论文: Hierarchical Change-Point Detection for Multivaria…

We introduce a novel geometry-oriented methodology, based on the emerging tools of topological data analysis, into the change point detection framework. The key rationale is that change points are likely to be associated with changes in…

We consider detecting the evolutionary oscillatory pattern of a signal when it is contaminated by non-stationary noises with complexly time-varying data generating mechanism. A high-dimensional dense progressive periodogram test is proposed…

The paper describes a deep network based object detector specialized for ball detection in long shot videos. Due to its fully convolutional design, the method operates on images of any size and produces \emph{ball confidence map} encoding…

We propose a novel and efficient method, that we shall call TopRank in the following paper, for detecting change-points in high-dimensional data. This issue is of growing concern to the network security community since network anomalies…

We develop a mixture procedure to monitor parallel streams of data for a change-point that affects only a subset of them, without assuming a spatial structure relating the data streams to one another. Observations are assumed initially to…

This article presents a selective survey of algorithms for the offline detection of multiple change points in multivariate time series. A general yet structuring methodological strategy is adopted to organize this vast body of work. More…

Change point detection for time series analysis is a difficult and important problem in applied statistics, for which a variety of approaches have been developed in the past several decades. Here, the Wasserstein metric is employed as a…

Changepoints are abrupt variations in the generative parameters of a data sequence. Online detection of changepoints is useful in modelling and prediction of time series in application areas such as finance, biometrics, and robotics. While…

We propose a general approach for change-point detection in dynamic networks. The proposed method is model-free and covers a wide range of dynamic networks. The key idea behind our approach is to effectively utilize the network structure in…

This paper investigates multi-scale feature approximation and transferable features for object detection from point clouds. Multi-scale features are critical for object detection from point clouds. However, multi-scale feature learning…

We consider the problem of detecting distributional changes in a sequence of high dimensional data. Our approach combines two separate statistics stemming from $L_p$ norms whose behavior is similar under $H_0$ but potentially different…

We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…

From a sequence of similarity networks, with edges representing certain similarity measures between nodes, we are interested in detecting a change-point which changes the statistical property of the networks. After the change, a subset of…

Change-point analysis has been successfully applied to the detect changes in multivariate data streams over time. In many applications, when data are observed over a graph/network, change does not occur simultaneously but instead spread…

Financial fraud has been growing exponentially in recent years. The rise of cryptocurrencies as an investment asset has simultaneously seen a parallel growth in cryptocurrency scams. To detect possible cryptocurrency fraud, and in…

This paper reviews recent developments in fundamental limits and optimal algorithms for change point analysis. We focus on minimax optimal rates in change point detection and localisation, in both parametric and nonparametric models. We…

In many applications, it is often of practical and scientific interest to detect anomaly events in a streaming sequence of high-dimensional or non-Euclidean observations. We study a non-parametric framework that utilizes nearest neighbor…

This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so that between two adjacent segments, the normalized spectral…

We study change-point detection for high-dimensional data in regimes where inference must be performed from small batches of observations. Our primary focus is the high-dimensional, low sample size (HDLSS) regime, where the sequence length…

Change point detection in time series aims to identify moments when the probability distribution of time series changes. It is widely applied in many areas, such as human activity sensing and medical science. In the context of multivariate…