相关论文: Discussion of 'Detecting possibly frequent change-…

Consider the detection of a sparse change in high-dimensional time-series. We introduce Sparsity Likelihood-based (SL-based) score and the change-points detection procedure in multivariate normal model with general covariance structure.…

In this paper, we propose a new method for offline change-point detection on some parameters of the distribution of a random vector. We introduce a penalized maximum likelihood approach that can be efficiently computed by a dynamic…

Detecting when the underlying distribution changes for the observed time series is a fundamental problem arising in a broad spectrum of applications. In this paper, we study multiple change-point localization in the high-dimensional…

Spatial modulation (SM) is a promising multiple-input multiple-output system used to increase spectral efficiency. The maximum likelihood (ML) decoder jointly detects the transmitted SM symbol, which is of high complexity. In this paper, a…

With the significant successes of large language models (LLMs) in many natural language processing tasks, there is growing interest among researchers in exploring LLMs for novel recommender systems. However, we have observed that directly…

We consider Benders decomposition for solving two-stage stochastic programs with complete recourse based on finite samples of the uncertain parameters. We define the Benders cuts binding at the final optimal solution or the ones…

Recently, One-stage Weakly Supervised Semantic Segmentation (WSSS) with image-level labels has gained increasing interest due to simplification over its cumbersome multi-stage counterpart. Limited by the inherent ambiguity of Class…

We propose advances that address two key challenges in future trajectory prediction: (i) multimodality in both training data and predictions and (ii) constant time inference regardless of number of agents. Existing trajectory predictions…

This paper proposes a multi-spectral random forest classifier with suitable feature selection and masking for tree cover estimation in urban areas. The key feature of the proposed classifier is filtering out the built-up region using…

Level set estimation (LSE), the problem of identifying the set of input points where a function takes value above (or below) a given threshold, is important in practical applications. When the function is expensive-to-evaluate and…

Variational inference provides a powerful tool for approximate probabilistic in- ference on complex, structured models. Typical variational inference methods, however, require to use inference networks with computationally tractable proba-…

This work explores use of novel advances in best subset selection for regression modelling via continuous optimization for offline change point detection and estimation in univariate Gaussian data sequences. The approach exploits…

There has been a significant recent surge in deep neural network (DNN) techniques. Most of the existing DNN techniques have restricted model formats/assumptions. To overcome their limitations, we propose the nonparametric transformation…

This paper proposes a quasi-maximum likelihood (QML) estimator for break points in high-dimensional factor models, specifically accounting for multiple structural breaks. We begin by establishing a necessary and sufficient condition to…

Based on a novel dynamic Whittle likelihood approximation for locally stationary processes, a Bayesian nonparametric approach to estimating the time-varying spectral density is proposed. This dynamic frequency-domain based likelihood…

We consider stochastic strongly-convex-strongly-concave (SCSC) saddle point (SP) problems which frequently arise in applications ranging from distributionally robust learning to game theory and fairness in machine learning. We focus on the…

This paper introduces a novel Bayesian approach to detect changes in the variance of a Gaussian sequence model, focusing on quantifying the uncertainty in the change point locations and providing a scalable algorithm for inference. Such a…

Robust change-point detection for large-scale data streams has many real-world applications in industrial quality control, signal detection, biosurveillance. Unfortunately, it is highly non-trivial to develop efficient schemes due to three…

We consider the problem of decomposing a higher-order tensor with binary entries. Such data problems arise frequently in applications such as neuroimaging, recommendation system, topic modeling, and sensor network localization. We propose a…

Datasets containing both categorical and continuous variables are frequently encountered in many areas, and with the rapid development of modern measurement technologies, the dimensions of these variables can be very high. Despite the…