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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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48 results for quickest detection

Non-parametric estimators improve quickest changepoint detection under irregular sequence lengths.

problem Limited and irregular sequence lengths hinder application of ARL and ADD in QCD.
method Analogies with survival analysis to model detection probabilities under truncation.
result KM-ARL and KM-ADD non-parametric estimators are asymptotically unbiased.

Optimizes quickest detection of drift in Brownian motion with false negatives.

problem Quickest detection of drift in Brownian motion with false negatives.
method Formulated as an optimal multiple stopping problem, then equivalent to a recursive optimal stopping problem, solved using free boundary methods.
result Explicit formulae for expected cost and optimal strategy found.

Optimizes latency and false alarm probability in change detection problems.

problem Balancing latency and false alarms in non-stationary environments.
method Develops order-optimal change detectors under specified latency and false alarm levels.
result Derives a universal lower bound on latency and develops order-optimal detectors.

Master algorithm fails to detect non-stationarity in practical settings.

problem Non-Stationary Reinforcement Learning without prior knowledge.
method Master algorithm tested under various conditions, including piecewise stationary multi-armed bandits.
result Master's non-stationarity detection is ineffective for practical horizons, leading to performance similar to random restarting.

Change detection (CD) in time series data is a critical problem as it reveal changes in the underlying generative processes driving the time series. Despite having received significant attention, one important unexplored aspect is how to efficiently utilize additional correlated information to improve the detection and…

2016-03-31abs ↗pdf ↗

New algorithm detects changes quickly without knowing parameters, near optimally.

problem Quickest change detection with unknown parameters.
method Leverages theoretical asymptotic properties to derive a scalable approximate algorithm with near optimal performance.
result Detects changes in constant complexity with near optimal performance.

New method detects changes in high-dimensional Markov processes without explicit likelihood evaluation.

problem Quickest change detection in Markov processes with unknown transition kernels.
method Learn conditional score from sample pairs, develop score-based CUSUM procedure.
result Exponential lower bounds on mean time to false alarm and asymptotic upper bounds on detection delay.

We consider the problem of quickest change-point detection in data streams. Classical change-point detection procedures, such as CUSUM, Shiryaev-Roberts and Posterior Probability statistics, are optimal only if the change-point model is known, which is an unrealistic assumption in typical applied problems. Instead we p…

2017-06-11abs ↗pdf ↗

Algorithm detects causal change points quickly with adaptive interventions.

problem Detecting changes in causal models with interventions.
method Centralization technique, Kullback-Leibler divergence for intervention selection, adaptive intervention policy.
result Theoretical first-order optimality and validation through simulations and real-world studies.

New method detects and locates changes in spatio-temporal point processes.

problem Detecting and localizing changes in spatio-temporal data.
method Score-based, likelihood-free approach estimating change time and region.
result The method provides theoretical guarantees on detection and localization accuracy.

A method learns to solve multilevel combinatorial problems with two players.

problem Multilevel combinatorial optimization problems with multiple players.
method Value-based multi-agent reinforcement learning in a graph neural network framework.
result Close to optimal solutions on graphs up to 100 nodes, with a significant speedup.

FastAdaBelief improves convergence rate of AdaBelief by exploiting strong convexity.

problem Improving convergence rate of AdaBelief without sacrificing generalization ability.
method Designing FastAdaBelief that adjusts step size considering strong convexity.
result Proves O(logT)O(\log T) regret bound for FastAdaBelief.

funcGNN uses graph neural networks to estimate program similarity efficiently.

problem Estimating accurate program similarity for software engineering tasks.
method funcGNN trains on labeled CFG pairs to predict GED between unseen programs using effective embedding vectors.
result funcGNN achieves lower error rate (0.00194) and is 23 times faster than traditional methods.

Graph energy helps detect communities in networks better than traditional methods.

problem Detecting communities in sparse networks where traditional methods fail.
method Using graph energy based on the full spectrum of adjacency matrices.
result The difference in graph energy between a planted partition model and an Erdős--Rényi network has a distinct transition at the detectability threshold.

Develops a method to detect changes in linear systems with temporal correlations.

problem Detect abrupt changes in time series data with temporal correlations.
method Data-dependent threshold for online change point detection in linear dynamical systems.
result Achieves a pre-specified upper bound on the probability of false alarms and provides a finite-sample-based bound for detection probability.

Tackles the computational hardness of HPC detection, conjecturing equivalence to PC detection.

problem Computational hardness of hypergraphic planted clique detection.
method No specific method mentioned; focuses on conjecturing equivalence.
result Equivalence of computational hardness between HPC and PC detection.

Study on detecting hierarchical community structures in networks.

problem Detecting hierarchical community structures in networks.
method Analysis of planted hierarchies of partitions in networks, identifying additional detectability phases.
result There are additional phases in which the presence of multiple consistent partitions can either help or hinder detection of hierarchical structures.

Deep object detection improves mitotic nucleus detection in breast cancer biopsies.

problem Challenges in automated mitotic nucleus detection in breast cancer histopathological images.
method Adapted Mask R-CNN for deep object detection, initially selects candidate regions with maximum recall, refines them with multi-object loss function.
result Improved discrimination ability (F-score of 0.86) and significant precision (0.86) for mitotic nuclei compared to two-stage models.

ECAD detects anomalies without data exchangeability, improving traffic flow detection.

problem Detecting anomalies in spatio-temporal data with missing values.
method ECAD uses conformal prediction to wrap around any regression algorithm, controlling Type-I error without data exchangeability.
result ECAD outperforms other methods in detecting anomalous traffic flow.

Autonomous driving requires 3D perception of vehicles and other objects in the in environment. Much of the current methods support 2D vehicle detection. This paper proposes a flexible pipeline to adopt any 2D detection network and fuse it with a 3D point cloud to generate 3D information with minimum changes of the 2D d…

2018-02-12abs ↗pdf ↗

This paper offers a distribution-free method for post-detection changepoint localization.

problem Locating the exact time of a change in distribution after a sequential detection procedure.
method A distribution-free framework using conformal test martingales for sequential change detection and post-detection inference.
result Valid post-detection coverage guarantees and non-asymptotic bounds on confidence set size.

Detects data drift in deep learning models using neural embeddings.

problem Detecting changes in data distribution in deep learning models.
method Formulates drift detection in a sequential decision framework and introduces a loss function to balance false alarms and quick detection.
result Demonstrates improved ability to balance false alarms and quick detection in change detection.

It follows from earlier work of Silver-Williams and the authors that twisted Alexander polynomials detect the unknot and the Hopf link. We now show that twisted Alexander polynomials also detect the trefoil and the figure-8 knot, that twisted Alexander polynomials detect whether a link is split and that twisted Alexand…

2013-06-14abs ↗pdf ↗

This research identifies flaws in drift detection methods and creates adversarial data streams to exploit them.

problem The challenge of detecting data distribution changes (drift) in real-time systems.
method Developed adversarial data streams to show weaknesses in existing drift detection schemes.
result Demonstrated that common drift detection methods can be fooled by adversarial data streams.

New method detects OOD samples using neural network trajectories.

problem Lack of comprehensive layer exploration in OOD detection.
method Functional data perspective, analyzing sample trajectories through multi-layer classifier.
result Empirically validated as effective compared to state-of-the-art methods.

A method detects vehicles far from tunnel CCTV using AI.

problem Tunnel CCTV's height limits detection of far-away vehicles.
method Object detection algorithm with inverse perspective transform.
result Deep learning model trained on warped images detects vehicles more accurately.

A novel semi-supervised outlier detection model detects anomalies with few labels.

problem Efficiently detecting group anomalies with limited labeled data.
method RCC-Dual-GAN model that combines RCC and M-GAN components for semi-supervised outlier detection.
result Significantly improved accuracy in outlier detection with few labeled anomalies.

The paper explores how model complexity affects OOD detection performance.

problem Ensuring reliability and safety of machine learning systems through OOD detection.
method Investigates the relationship between model capacity and OOD detection performance using empirical and theoretical analysis.
result The Double Descent phenomenon is observed in post-hoc OOD detection, indicating that overparameterization can enhance OOD detection.

Improved YOLOv5 model detects mask-wearing with enhanced accuracy.

problem Detecting mask-wearing in high traffic public places.
method Improved YOLOv5l with Multi-Head Attentional Self-Convolution, Swin Transformer Block, I-CBAM module, and enhanced feature fusion.
result 1.1% improvement in mAP(0.5) and 1.3% improvement in mAP(0.5:0.95) compared to YOLOv5l.