相关论文: A Bayesian binary algorithm for RMS-based acoustic…

In recent years, there has been an increasing demand on efficient algorithms for large scale change point detection problems. To this end, we propose seeded binary segmentation, an approach relying on a deterministic construction of…

In this paper we address the problems of modeling the acoustic space generated by a full-spectrum sound source and of using the learned model for the localization and separation of multiple sources that simultaneously emit sparse-spectrum…

Time series segmentation, a.k.a. multiple change-point detection, is a well-established problem. However, few solutions are designed specifically for high-dimensional situations. In this paper, our interest is in segmenting the second-order…

Change detection involves segmenting sequential data such that observations in the same segment share some desired properties. Multivariate change detection continues to be a challenging problem due to the variety of ways change points can…

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…

Binary segmentation is the classic greedy algorithm which recursively splits a sequential data set by optimizing some loss or likelihood function. Binary segmentation is widely used for changepoint detection in data sets measured over space…

In a recent paper, we have proposed an unsupervised algorithm for audio signal segmentation entirely based on Bayesian methods. In its first implementation, however, the method showed poor computational performance. In this paper we address…

We consider Bayesian analysis of a class of multiple changepoint models. While there are a variety of efficient ways to analyse these models if the parameters associated with each segment are independent, there are few general approaches…

The detection of change-points in a spatially or time ordered data sequence is an important problem in many fields such as genetics and finance. We derive the asymptotic distribution of a statistic recently suggested for detecting…

We propose a new technique for consistent estimation of the number and locations of the change-points in the structure of an irregularly spaced time series. The core of the segmentation procedure is the Ensemble Binary Segmentation method…

Bayesian change-point detection, together with latent variable models, allows to perform segmentation over high-dimensional time-series. We assume that change-points lie on a lower-dimensional manifold where we aim to infer subsets of…

The deployment of machine listening algorithms in real-life applications is often impeded by a domain shift caused for instance by different microphone characteristics. In this paper, we propose a novel domain adaptation strategy based on…

This paper introduces a Bayesian image segmentation algorithm based on finite mixtures. An EM algorithm is developed to estimate parameters of the Gaussian mixtures. The finite mixture is a flexible and powerful probabilistic modeling tool.…

This paper considers the problem of localising a stationary signal source using a team of mobile agents which only take binary measurements. Background false detection rates and missed detection probabilities are incorporated into the…

A new Bayesian modelling framework is introduced for piece-wise homogeneous variable-memory Markov chains, along with a collection of effective algorithmic tools for change-point detection and segmentation of discrete time series. Building…

Data segmentation a.k.a. multiple change point analysis has received considerable attention due to its importance in time series analysis and signal processing, with applications in a variety of fields including natural and social sciences,…

This paper addresses the issue of detecting change-points in multivariate time series. The proposed approach differs from existing counterparts by making only weak assumptions on both the change-points structure across series, and the…

In this paper we address the problem of discretization in the context of learning Bayesian networks (BNs) from data containing both continuous and discrete variables. We describe a new technique for <EM>multivariate</EM> discretization,…

This work addresses the problem of segmentation in time series data with respect to a statistical parameter of interest in Bayesian models. It is common to assume that the parameters are distinct within each segment. As such, many Bayesian…

We propose a Bayesian approach to detect multiple change-points in a piecewise-constant signal corrupted by a functional part corresponding to environmental or experimental disturbances. The piecewise constant part (also called segmentation…