相关论文: Online detection of cascading change-points

We study the problem of online network change point detection. In this setting, a collection of independent Bernoulli networks is collected sequentially, and the underlying distributions change when a change point occurs. The goal is to…

Single-particle tracking allows to infer the motion of single molecules in living cells. When we observe a long trajectory (more than 100 points), it is possible that the particle switches mode of motion over time. Then, fitting a single…

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…

We introduce a new class of latent process models for dynamic relational network data with the goal of detecting time-dependent structure. Network data are often observed over time, and static network models for such data may fail to…

Topological data analysis (TDA) provides a set of data analysis tools for extracting embedded topological structures from complex high-dimensional datasets. In recent years, TDA has been a rapidly growing field which has found success in a…

The aim of online change-point detection is for a accurate, timely discovery of structural breaks. As data dimension outgrows the number of data in observation, online detection becomes challenging. Existing methods typically test only the…

Change-point detection (CPD) aims to detect abrupt changes over time series data. Intuitively, effective CPD over multivariate time series should require explicit modeling of the dependencies across input variables. However, existing CPD…

The dynamic nature of many real-world systems can lead to temporal outcome model shifts, causing a deterioration in model accuracy and reliability over time. This requires change-point detection on the outcome models to guide model…

Large quantities of social activity data, such as weekly web search volumes and the number of new infections with infectious diseases, reflect peoples' interests and activities. It is important to discover temporal patterns from such data…

This paper investigates sequential change-point detection in reconfigurable sensor networks. In this problem, data from multiple sensors are observed sequentially. Each sensor can have a unique change point, and the data distribution…

This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…

We develop a framework for studying and quantifying the risk of cascading failures in time-delay consensus networks, motivated by a team of agents attempting temporal rendezvous under stochastic disturbances and communication delays. To…

In this paper the interactions between component failures are quantified and the interaction matrix and interaction network are obtained. The quantified interactions can capture the general propagation patterns of the cascades from…

Cascading failures represent a fundamental threat to the integrity of complex systems, often precipitating a comprehensive collapse across diverse infrastructures and financial networks. This research articulates a robust and pragmatic…

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…

Detecting change-points in data is challenging because of the range of possible types of change and types of behaviour of data when there is no change. Statistically efficient methods for detecting a change will depend on both of these…

The problem of quickest detection of dynamic events in networks is studied. At some unknown time, an event occurs, and a number of nodes in the network are affected by the event, in that they undergo a change in the statistics of their…

Detecting changepoints in datasets with many variates is a data science challenge of increasing importance. Motivated by the problem of detecting changes in the incidence of terrorism from a global terrorism database, we propose a novel…

Many systems exhibit complex temporal dynamics due to the presence of different processes taking place simultaneously. An important task in such systems is to extract a simplified view of their time-dependent network of interactions.…

Online social networks have increasing influence on our society, they may play decisive roles in politics and can be crucial for the fate of companies. Such services compete with each other and some may even break down rapidly. Using social…