相关论文: ART: Distribution-Free and Model-Agnostic Changepo…
This paper introduces a concept for change-point detection based on normalized entropy as a fundamental metric, aiming to overcome the dependence of traditional entropy methods on assumptions about data distribution and absolute scales.…
We investigate the online detection of changepoints in the distribution of a sequence of observations using degenerate U-statistic-type processes. We study weighted versions of: an ordinary, CUSUM-type scheme, a Page-CUSUM-type scheme, and…
We propose a novel family of test statistics to detect the presence of changepoints in a sequence of dependent, possibly multivariate, functional-valued observations. Our approach allows to test for a very general class of changepoints,…
Change-point detection studies the problem of detecting the changes in the underlying distribution of the data stream as soon as possible after the change happens. Modern large-scale, high-dimensional, and complex streaming data call for…
Traditional methods for inference in change point detection often rely on a large number of observed data points and can be inaccurate in non-asymptotic settings. With the rise of mobile health and digital phenotyping studies, where…
Detecting abrupt changes in the mean of a time series, so-called changepoints, is important for many applications. However, many procedures rely on the estimation of nuisance parameters (like long-run variance). Under the alternative (a…
Artificial Neural Networks (ANNs) have demonstrated remarkable utility in various challenging machine learning applications. While formally verified properties of their behaviors are highly desired, they have proven notoriously difficult to…
Constructing prediction sets with coverage guarantees for unobserved outcomes is a core problem in modern statistics. Methods for predictive inference have been developed for a wide range of settings, but usually only consider test data…
We describe our process for automatic detection of performance changes for a software product in the presence of noise. A large collection of tests run periodically as changes to our software product are committed to our source repository,…
As generative techniques become increasingly accessible, authentic visuals are frequently subjected to iterative alterations by various individuals employing a variety of tools. Currently, to avoid misinformation and ensure accountability,…
In this paper the problem of retrospective change-point detection and estimation in multivariate linear models is considered. The lower bounds for the error of change-point estimation are proved in different cases (one change-point:…
A simultaneous change-point detection and estimation in a piece-wise constant model is a common task in modern statistics. If, in addition, the whole estimation can be performed automatically, in just one single step without going through…
Conformal inference is a fundamental and versatile tool that provides distribution-free guarantees for many machine learning tasks. We consider the transductive setting, where decisions are made on a test sample of $m$ new points, giving…
This paper studies multivariate nonparametric change point localization and inference problems. The data consists of a multivariate time series with potentially short range dependence. The distribution of this data is assumed to be…
In this article, we propose a class of test statistics for a change point in the mean of high-dimensional independent data. Our test integrates the U-statistic based approach in a recent work by \cite{hdcp} and the $L_q$-norm based…
Classical change point analysis aims at (1) detecting abrupt changes in the mean of a possibly non-stationary time series and at (2) identifying regions where the mean exhibits a piecewise constant behavior. In many applications however, it…
In this paper, two tests, based on CUSUM of the residuals and least squares estimation, are studied to detect in real time a change-point in a nonlinear model. A first test statistic is proposed by extension of a method already used in the…
This work is devoted to the development of a distributionally robust active fault diagnosis approach for a class of nonlinear systems, which takes into account any ambiguity in distribution information of the uncertain model parameters.…
We study sequential change-point detection for spatio-temporal point processes, where actionable detection requires not only identifying when a distributional change occurs but also localizing where it manifests in space. While classical…
Zero-shot learning enables the model to recognize unseen categories with the aid of auxiliary semantic information such as attributes. Current works proposed to detect attributes from local image regions and align extracted features with…