73,063 research outputs found
Graph-Based Change-Point Detection
We consider the testing and estimation of change-points -- locations where
the distribution abruptly changes -- in a data sequence. A new approach, based
on scan statistics utilizing graphs representing the similarity between
observations, is proposed. The graph-based approach is non-parametric, and can
be applied to any data set as long as an informative similarity measure on the
sample space can be defined. Accurate analytic approximations to the
significance of graph-based scan statistics for both the single change-point
and the changed interval alternatives are provided. Simulations reveal that the
new approach has better power than existing approaches when the dimension of
the data is moderate to high. The new approach is illustrated on two
applications: The determination of authorship of a classic novel, and the
detection of change in a network over time
A Fusion Framework for Camouflaged Moving Foreground Detection in the Wavelet Domain
Detecting camouflaged moving foreground objects has been known to be
difficult due to the similarity between the foreground objects and the
background. Conventional methods cannot distinguish the foreground from
background due to the small differences between them and thus suffer from
under-detection of the camouflaged foreground objects. In this paper, we
present a fusion framework to address this problem in the wavelet domain. We
first show that the small differences in the image domain can be highlighted in
certain wavelet bands. Then the likelihood of each wavelet coefficient being
foreground is estimated by formulating foreground and background models for
each wavelet band. The proposed framework effectively aggregates the
likelihoods from different wavelet bands based on the characteristics of the
wavelet transform. Experimental results demonstrated that the proposed method
significantly outperformed existing methods in detecting camouflaged foreground
objects. Specifically, the average F-measure for the proposed algorithm was
0.87, compared to 0.71 to 0.8 for the other state-of-the-art methods.Comment: 13 pages, accepted by IEEE TI
Block-diagonal covariance selection for high-dimensional Gaussian graphical models
Gaussian graphical models are widely utilized to infer and visualize networks
of dependencies between continuous variables. However, inferring the graph is
difficult when the sample size is small compared to the number of variables. To
reduce the number of parameters to estimate in the model, we propose a
non-asymptotic model selection procedure supported by strong theoretical
guarantees based on an oracle inequality and a minimax lower bound. The
covariance matrix of the model is approximated by a block-diagonal matrix. The
structure of this matrix is detected by thresholding the sample covariance
matrix, where the threshold is selected using the slope heuristic. Based on the
block-diagonal structure of the covariance matrix, the estimation problem is
divided into several independent problems: subsequently, the network of
dependencies between variables is inferred using the graphical lasso algorithm
in each block. The performance of the procedure is illustrated on simulated
data. An application to a real gene expression dataset with a limited sample
size is also presented: the dimension reduction allows attention to be
objectively focused on interactions among smaller subsets of genes, leading to
a more parsimonious and interpretable modular network.Comment: Accepted in JAS
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