中文
相关论文

相关论文: A Proof of The Changepoint Detection Threshold Con…

200 篇论文

Preferential attachment networks are a type of random network where new nodes are connected to existing ones at random, and are more likely to connect to those that already have many connections. We investigate further a family of models…

概率论 · 数学 2021-07-28 Ben Andrews , Jonathan Jordan

An important problem in space-time adaptive detection is the estimation of the large p-by-p interference covariance matrix from training signals. When the number of training signals n is greater than 2p, existing estimators are generally…

信号处理 · 电气工程与系统科学 2021-07-26 Benjamin D. Robinson , Robert Malinas , Alfred O. Hero

The preferential attachment model is a natural and popular random graph model for a growing network that contains very well-connected ``hubs''. We study the higher-order connectivity of such a network by investigating the topological…

概率论 · 数学 2024-06-13 Chunyin Siu , Gennady Samorodnitsky , Christina Lee Yu , Rongyi He

The aim of sequential change-point detection is to issue an alarm when it is thought that certain probabilistic properties of the monitored observations have changed. This work is concerned with nonparametric, closed-end testing procedures…

统计方法学 · 统计学 2020-10-27 Ivan Kojadinovic , Ghislain Verdier

Networks are ubiquitous in diverse real-world systems. Many empirical networks grow as the number of nodes increases with time. Percolation transitions in growing random networks can be of infinite order. However, when the growth of large…

物理与社会 · 物理学 2021-04-28 Soo Min Oh , Seung-Woo Son , Byungnam Kahng

A martingale framework for concept change detection based on testing data exchangeability was recently proposed (Ho, 2005). In this paper, we describe the proposed change-detection test based on the Doob's Maximal Inequality and show that…

机器学习 · 计算机科学 2012-07-09 Shen-Shyang Ho , Harry Wechsler

We propose a method to infer the presence and location of change-points in the distribution of a sequence of independent data taking values in a general metric space, where change-points are viewed as locations at which the distribution of…

统计方法学 · 统计学 2020-01-15 Paromita Dubey , Hans-Georg Müller

Sequences of random objects arise from many real applications, including high throughput omic data and functional imaging data. Those sequences are usually dependent, non-linear, or even Non-Euclidean, and an important problem is…

统计理论 · 数学 2019-06-28 Xueqin Wang , Qiang Zhang , Wenliang Pan , Xin Chen , Heping Zhang

Le Cam's two-point testing method yields perhaps the simplest lower bound for estimating the mean of a distribution: roughly, if it is impossible to well-distinguish a distribution centered at $\mu$ from the same distribution centered at…

统计理论 · 数学 2026-01-06 Spencer Compton , Gregory Valiant

The increasing volume of data streams poses significant computational challenges for detecting changepoints online. Likelihood-based methods are effective, but a naive sequential implementation becomes impractical online due to high…

统计计算 · 统计学 2025-08-08 Liudmila Pishchagina , Gaetano Romano , Paul Fearnhead , Vincent Runge , Guillem Rigaill

This paper considers a sequence of random variables generated according to a common distribution. The distribution might undergo periods of transient changes at an unknown set of time instants, referred to as change-points. The objective is…

信息论 · 计算机科学 2018-04-26 Javad Heydari , Ali Tajer

Estimating some mathematical expectations from partially observed data and in particular missing outcomes is a central problem encountered in numerous fields such as transfer learning, counterfactual analysis or causal inference. Matching…

统计理论 · 数学 2025-05-01 Simon Viel , Lionel Truquet , Ikko Yamane

The percolation phase transition in complex network systems attracts much attention and has numerous applications in various research fields. Finite size effects smooth the transition and make it difficult to predict the critical point of…

无序系统与神经网络 · 物理学 2026-02-11 A. V. Goltsev , S. N. Dorogovtsev

A new maximum likelihood method for deconvoluting a continuous density with a positive lower bound on a known compact support in additive measurement error models with known error distribution using the approximate Bernstein type polynomial…

统计方法学 · 统计学 2018-01-30 Zhong Guan

We study the following preferential attachment variant of the classical Erdos-Renyi random graph process. Starting with an empty graph on n vertices, new edges are added one-by-one, and each time an edge is chosen with probability roughly…

概率论 · 数学 2022-06-01 Svante Janson , Lutz Warnke

Assume that there are multiple data streams (channels, sensors) and in each stream the process of interest produces generally dependent and non-identically distributed observations. When the process is in a normal mode (in-control), the…

统计理论 · 数学 2018-07-25 Alexander Tartakovsky

Many traditional methods for identifying changepoints can struggle in the presence of outliers, or when the noise is heavy-tailed. Often they will infer additional changepoints in order to fit the outliers. To overcome this problem, data…

统计方法学 · 统计学 2017-07-12 Paul Fearnhead , Guillem Rigaill

Change-point detection, detecting an abrupt change in the data distribution from sequential data, is a fundamental problem in statistics and machine learning. CUSUM is a popular statistical method for online change-point detection due to…

机器学习 · 计算机科学 2024-03-12 Tingnan Gong , Junghwan Lee , Xiuyuan Cheng , Yao Xie

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…

统计方法学 · 统计学 2025-04-10 Seungwon Lee , Yunxiao Chen , Xiaoou Li

Yang, Wang, and Motter [Phys. Rev. Lett. 109, 258701 (2012)] analyzed a model for network observability transitions in which a sensor placed on a node makes the node and the adjacent nodes observable. The size of the connected components…

物理与社会 · 物理学 2013-10-17 Takehisa Hasegawa , Taro Takaguchi , Naoki Masuda
‹ 上一页 1 8 9 10 下一页 ›