Change-Point Detection

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Change-point detection studies when and where a time series, data stream, or evolving system shifts between regimes, helping people respond to failures, drift, or changing conditions. Offline methods segment data using dynamic programming and penalized costs, while online methods such as CUSUM, EWMA, and martingale tests trade detection speed against false alarms; Bayesian, kernel, graph-based, and neural approaches handle richer data. Work spans settings from multivariate monitoring and dynamic networks to deployed machine-learning models, with growing attention to confidence sets, attribution, and early-warning evaluation. A central challenge is maintaining reliable guarantees under dependence, adaptation, and unknown shifts without making detection too slow or too prone to alarms.

Latest papers

83 papers12 papers in the last four weeks, up 33% on the four weeks before. 0.1% of all new papers.

May 13, 2026

The Sample Complexity of Multiple Change Point Identification under Bandit Feedback

We study multiple change point localization under bandit feedback. An unknown piecewise-constant function on a compact interval can be queried sequentially at adaptively chosen inputs, and each query returns a noisy evaluation of the function. The goal is to identify a prescribed number of discontinuities, known as change points, within a target precision

η

and confidence level

1-δ

, while using as few samples as possible. We propose an adaptive algorithm that first detects intervals likely to contain change points and then refines their locations to precision

η

. We establish non-asymptotic upper bounds on its sample budget, together with corresponding lower bounds. Prior work shows that jump magnitudes alone determine the asymptotic sample complexity as

δ\to 0

. We reveal that this picture is incomplete beyond this regime. We demonstrate, both empirically and theoretically, that for general

δ

and

η

, the complexity is jointly governed by the jumps and the relative positions of the change points.

Maximilian Graf, Victor Thuot

INRAE, Mistea, Institut Agro, Univ Montpellier, Montpellier, France

Sample Complexity Adaptive Sampling Change-Point Detection

May 11, 2026

Accurate Evaluation of Quickest Changepoint Detectors via Non-parametric Survival Analysis

We propose non-parametric estimators for the average run length (ARL) and average detection delay (ADD) in quickest changepoint detection (QCD) under finite and irregular sequence lengths. Although ARL and ADD are widely used as optimality criteria in theoretical and simulation studies, their application to real-world datasets is hindered by limited and irregular sequence lengths. To address this issue, we propose non-parametric estimators for the ARL and ADD, termed KM-ARL and KM-ADD, by drawing an analogy between QCD and survival analysis to model detection probabilities under sequence truncation. We derive estimation bias bounds and prove that they are asymptotically unbiased unless extrapolation is required. Experiments on simulated and real-world datasets demonstrate their practical utility, enhancing robustness against limited and irregular sequence lengths, improving interpretability, and facilitating empirical, intuitive model selection. Our Python code is provided at https://github.com/TaikiMiyagawa/Kaplan-Meier-Average-Run-Length, offering ready-to-use implementations for practitioners.

Taiki Miyagawa, Akinori F. Ebihara

NEC Corporation, Japan

Change-Point Detection Sequential Hypothesis Testing

May 7, 2026

Distributional Spectral Diagnostics for Localizing Grokking Transitions

In grokking, a model first fits the training data while test accuracy remains low, and only later begins to generalize. We ask whether this transition can be localized from observed training trajectories before the test accuracy rises, and formulate grokking transition localization as a diagnostic problem with an explicit threshold/FPR/lead-time trade-off. Task-dependent observables are summarized as empirical distributions, mapped to Wasserstein/quantile coordinates, and analyzed by Hankel dynamic mode decomposition (DMD); the resulting reconstruction residual, together with spectrum and effective rank, forms the diagnostic output. On held-out modular-addition Transformer runs, the residual achieves AUROC

\approx

0.93 for grokking-vs-non-grokking discrimination at the run level; under a fixed sustained-threshold operating rule, true-positive alarms can precede onset, with lead time reported jointly with false-alarm rate and uncertainty intervals. Perturbation experiments show that, in the tested

wd=1

pool, high-residual windows exhibit about

3\times

larger short-horizon perturbation deviation than low-residual windows. In a same-data norm-window control, perturbation sensitivity aligns with the residual ordering rather than total-parameter-norm ordering, suggesting that the residual is not merely a total-norm proxy at the window level in the studied

wd=1

dynamics. Norm signals remain strong run-level regime indicators, and log-probability performs best among the observables tested under the current protocol. We position the residual as a window-level monitoring and localization signal in the studied modular-arithmetic Transformer settings, not a universal early-warning predictor or an intervention rule.

Ziyue Wang, Yufeng Ying, Takafumi Kanamori

Institute of Science Tokyo · University of Science and Technology of China

Change-Point Detection Grokking Dynamic Mode Decomposition

May 6, 2026

Multiscale Euclidean Network Trajectories: Second-Moment Geometry, Attribution, and Change Points

A central challenge in dynamic network analysis is to represent temporal evolution in a way that is both geometrically meaningful and statistically identifiable. One approach embeds a sequence of network snapshots as trajectories in a Euclidean space and relates these trajectories to node embeddings. In multilayer and unfolded spectral constructions, however, node embeddings and their underlying latent positions are identifiable only up to general linear transformations. Although this ambiguity preserves edge probabilities, it can distort geometry and invalidate distance based temporal comparisons at both the trajectory and node-levels. We develop Multiscale Euclidean Network Trajectories (MENT), a framework for multiscale temporal trajectories based on second-moment geometry. By imposing an isotropic normalization on the anchor latent positions, we reduce the relevant ambiguity to orthogonal transformations and prevent distortion of the second-moment geometry. In this canonical representation, we define a trace variation distance and mode-wise variation distances along orthogonal directions, and use multidimensional scaling to obtain low-dimensional trajectories of time points at both global and mode-wise levels. The resulting trajectories support interpretation and inference. They admit mode-wise decompositions, support attribution of global and mode-wise temporal changes to nodes, and enable change point detection through 1D trajectories. We prove consistency of the proposed unfolded spectral embedding and of the induced temporal trajectories. Experiments on two synthetic and two real dynamic networks illustrate stable and interpretable recovery of temporal structure and show strong performance against existing change point detection baselines.

Haruka Ezoe, Ryohei Hisano

Graduate School of Information Science and Technology The University of Tokyo · The Canon Institute for Global Studies

Spectral Graph Embedding Dynamic Graph Learning Change-Point Detection Graph Embedding

May 5, 2026

Segmenting Human-LLM Co-authored Text via Change Point Detection

The rise of large language models (LLMs) has created an urgent need to distinguish between human-written and LLM-generated text to ensure authenticity and societal trust. Existing detectors typically provide a binary classification for an entire passage; however, this is insufficient for human--LLM co-authored text, where the objective is to localize specific segments authored by humans or LLMs. To bridge this gap, we propose algorithms to segment text into human- and LLM-authored pieces. Our key observation is that such a segmentation task is conceptually similar to classical change point detection in time-series analysis. Leveraging this analogy, we adapt change point detection to LLM-generated text detection, develop a weighted algorithm and a generalized algorithm to accommodate heterogeneous detection score variability, and establish the minimax optimality of our procedure. Empirically, we demonstrate the strong performance of our approach against a wide range of existing baselines. The python implementation of our proposal is available at https://github.com/Mamba413/DetectLLMSegmentation.

Mengchu Li, Jin Zhu, Jinglai Li +1

School of Mathematics University of Birmingham Birmingham, UK · Department of Statistics London School of Economics and Political Science London, UK

AI-Generated Text Detection Change-Point Detection

May 1, 2026

Pi-Change: A Prior-Informed Multiple Change Point Detection Algorithm

Statistical change point (CP) detection methods typically rely on likelihood-based inference and ignore contextual information about plausible CP locations beyond the observed sequence. Although informative priors provide a natural way to incorporate such information, general and computationally efficient methods for doing so are lacking, especially for multiple CP detection. To address this gap, we propose a prior-informed CP detection algorithm (Pi-Change) that incorporates prior information on CP locations through a time-varying penalty term. We prove that the proposed penalty can be embedded in the Pruned Exact Linear Time framework while preserving the dynamic programming recursion and pruning rule required for efficient multiple CP detection. Across simulation studies and three time-series applications, Pi-Change discourages spurious CPs unsupported by prior information, remains robust to prior misspecification, and improves detection accuracy. More broadly, Pi-Change extends multiple CP detection beyond purely data-driven fitting by incorporating partial prior knowledge in a computationally efficient and interpretable way. It is particularly useful when CPs arise from heterogeneous mechanisms or are associated with known external events, helping quantify the delay between an event and the resulting structural change.

Jonathon Jacobs, Shanshan Chen

Department of Biostatistics Virginia Commonwealth University Richmond, VA, USA

Change-Point Detection

Apr 30, 2026

TransVLM: A Vision-Language Framework and Benchmark for Detecting Any Shot Transitions

Traditional Shot Boundary Detection (SBD) inherently struggles with complex transitions by formulating the task around isolated cut points, frequently yielding corrupted video shots. We address this fundamental limitation by formalizing the Shot Transition Detection (STD) task. Rather than searching for ambiguous points, STD explicitly detects the continuous temporal segments of transitions. To tackle this, we propose TransVLM, a Vision-Language Model (VLM) framework for STD. Unlike regular VLMs that predominantly rely on spatial semantics and struggle with fine-grained inter-shot dynamics, our method explicitly injects optical flow as a critical motion prior at the input stage. Through a simple yet effective feature-fusion strategy, TransVLM directly processes concatenated color and motion representations, significantly enhancing its temporal awareness without incurring any additional visual token overhead on the language backbone. To overcome the severe class imbalance in public data, we design a scalable data engine to synthesize diverse transition videos for robust training, alongside a comprehensive benchmark for STD. Extensive experiments demonstrate that TransVLM achieves superior overall performance, outperforming traditional heuristic methods, specialized spatiotemporal networks, and top-tier VLMs. This work has been deployed to production. For more related research, please visit HeyGen Research (https://www.heygen.com/research) and HeyGen Avatar-V (https://www.heygen.com/research/avatar-v-model). Project page: https://chence17.github.io/TransVLM/

Ce Chen, Yi Ren, Yuanming Li +5

University of Melbourne · 2HeyGen Research · 3Nanyang Technological University

Vision-Language Models Change-Point Detection Temporal Video Understanding

Apr 28, 2026

Residual-loss Anomaly Analysis of Physics-Informed Neural Networks: An Inverse Method for Change-point Detection in Nonlinear Dynamical Systems with Regime Switching

Nonlinear dynamical systems with regime transitions are typically described by ordinary differential equations with jumping parameters parameters. Traditional methods often treat change-point detection and parameter estimation as separate tasks, ignoring the inherent coupling between them. To address this, we propose residual-loss anomaly analysis of physics-informed neural networks, a unified framework that leverages dynamical consistency within the physics-informed learning paradigm. This approach jointly infers piecewise parameters and transition points under a single set of constraints. The method follows a two-stage strategy: First, local physical residuals are analyzed through overlapping subinterval decomposition. When a subinterval spans a true transition point, the residual exhibits a distinct structural elevation in noise-free conditions, which has a non-zero lower bound, enabling effective localization of potential transition intervals. Second, within our framework, change-point locations and piecewise parameters are integrated into a unified physical loss function for joint optimization, enabling simultaneous identification. Experiments on benchmark nonlinear dynamical systems, including Malthusian and logistic growth models, Van der Pol oscillator, Lotka-Volterra model and Lorenz system, demonstrate that the proposed method outperforms traditional decoupled approaches in both change-point localization and parameter estimation accuracy. This study provides an efficient, unified solution for structurally coupled inverse problems in nonlinear dynamical systems with regime switching.

Yuhe Bai, Chengli Tan, Jiaqi Li +2

School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, 430074, China · School of Mathematics and Statistics, Northwestern Polytechnical University, Xi’an, 710072, China

Dynamical Systems Regime-Switching Dynamical Systems Nonlinear System Identification Change-Point Detection Physics-Informed ML Anomaly Detection

Apr 27, 2026

Information-Geometric First-Passage Monitoring of Distributional Stability in Stochastic Systems

Runtime monitoring of stochastic systems must distinguish nominal distributional relaxation from regime departure while controlling repeated-test false alarms under explicit validity assumptions. This paper links relative-entropy dissipation, information geometry, and sequential inference in a bounded first-passage monitoring architecture. For reversible Fokker--Planck dynamics, relative entropy to an invariant density is non-increasing; under exogenous forcing, its derivative decomposes into nominal dissipation and an information-space forcing term. The runtime layer uses Gaussian window surrogates, nominal-relative covariance shrinkage, a coordinate-consistent relative precision diagnostic, and randomized conformal ranks aggregated by a mixture power-martingale process. Analytical Ornstein--Uhlenbeck validation gives zero positive nominal Kullback--Leibler increments, forcing-identity residuals below 3.31 x 10^-6, and coordinate-invariance errors at numerical roundoff. On NSL-KDD, the monitor yields 0/100 alarms on internal nominal streams but 63/100 on official test-normal streams; post-change detection is 99.0% for seen and 98.53% for test-only attack types with median one-window delay. On UNSW-NB15, internal-null alarms are 0/100, whereas official test-normal alarms rise to 90/100; post-change detection is 81.33%, with 18.67% pre-change alarms. In these evaluations, calibration transport emerges as a major deployment constraint. No universal benchmark superiority, causal inference, or physical-work interpretation is claimed.

Hikmat Karimov, Rahid Zahid Alekberli

Institute of Defense Technologies and Cybersecurity„ Azerbaijan Technical University, Azerbaijan

Information Geometry Distribution Shift Distribution Shift Detection Change-Point Detection

Apr 24, 2026

An Algorithm for On-Sensor Agnostic Detection of Changes in Human Activity for Ultra-Low-Power Applications

Wearable devices running Human Activity Recognition(HAR) on Inertial Measurement Units~(IMUs) waste energy by performing continuous classification for each window, even during long periods of unchanged activity. We address this with a lightweight change-detection gate: a non-parametric algorithm based on dynamic template matching that runs continuously at only approximately 16kFLOPs per step, requires no offline training, and does not need prior definition of target activity classes. The gate invokes the full HAR network only when it detects an activity change, reducing the computational load by over 67% in realistic monitoring settings. The algorithm is evaluated on smart glasses, smartwatch, and smartphone data, requiring only a brief device-specific calibration phase. The gate achieves 98% sensitivity on UCA-EHAR, ensuring no genuine activity transition is missed, while 75% specificity keeps unnecessary HAR invocations low. Results on WISDM are 97% sensitivity and 76% specificity, demonstrating robustness and flexibility to various settings.

Sara Rimoldi, Arianna De Vecchi, Hazem Hesham Yousef Shalby +1

Dipartimento di Elettronica, Informazione e Bioingegneria (DEIB), Politecnico di Milano, Milan, Italy

Adaptive Inference Human Activity Recognition Wearable Sensing Change-Point Detection

Apr 22, 2026

Early Detection of Latent Microstructure Regimes in Limit Order Books

Limit order books can transition rapidly from stable to stressed conditions, yet standard early-warning signals such as order flow imbalance and short-term volatility are inherently reactive. We formalise this limitation via a three-regime causal data-generating process (stable

\to

latent build-up

\to

stress) in which a latent deterioration phase creates a prediction window prior to observable stress. Under mild assumptions on temporal drift and regime persistence, we establish identifiability of the latent build-up regime and derive guarantees for strictly positive expected lead-time and non-trivial probability of early detection. We propose a trigger-based detector combining MAX aggregation of complementary signal channels, a rising-edge condition, and adaptive thresholding. Across 200 simulations, the method achieves mean lead-time

+18.6 \pm 3.2

timesteps with perfect precision and moderate coverage, outperforming classical change-point and microstructure baselines. A preliminary application to one week of BTC/USDT order book data shows consistent positive lead-times while baselines remain reactive. Results degrade in low signal-to-noise and short build-up regimes, consistent with theory.

Prakul Sunil Hiremath, Vruksha Arun Hiremath

Department of Computer Science and Engineering Visvesvaraya Technological University, Belagavi · Department of Business Administration K.L.E. Society’s College of Business Administration

Quantitative Finance Latent Dynamics Modeling Early Warning Detection Change-Point Detection Algorithmic Trading Limit Order Book Modeling

Apr 18, 2026

In-Context Learning Under Regime Change

Non-stationary sequences arise naturally in control, forecasting, and decision-making. The data-generating process shifts at unknown times, and models must detect the change, discard or downweight obsolete evidence, and adapt to new dynamics on the fly. Transformer-based foundation models increasingly rely on in-context learning for time series forecasting, tabular prediction, and continuous control. As these models are deployed in non-stationary environments, understanding their ability to detect and adapt to regime shifts is important. We formalize this as an in-context change-point detection problem and formally establish the existence of transformer models that solve this problem. Our construction demonstrates that model complexity, in layers and parameters, depends on the level of information available about the change-point location, from no knowledge to knowing exact timing. We validate our results with experiments on synthetic linear regression and linear dynamical systems, where trained transformers match the performance of optimal baselines across information levels. We also show that encoding and incorporating changepoint knowledge indeed improves the real-world performance of a pretrained foundation models on infectious disease forecasting and on financial volatility forecasting around Federal Open Market Committee (FOMC) announcements without retraining, demonstrating practical applicability to real-world regime changes.

Carson Dudley, Yutong Bi, Xiaofeng Liu +1

Department of Mathematics, University of Michigan · Department of Electrical Engineering and Computer Science, University of Michigan · Michigan Institute for AI and Data in Society, University of Michigan

Transformer Distribution Shift Detection Non-Stationary Time Series Forecasting Change-Point Detection Time-Series Foundation Models

Apr 13, 2026

A Nonparametric Adaptive EWMA Control Chart for Binary Monitoring of Multiple Stream Processes

Monitoring binomial proportions across multiple independent streams is a critical challenge in Statistical Process Control (SPC), with applications from manufacturing to cybersecurity. While EWMA charts offer sensitivity to small shifts, existing implementations rely on asymptotic variance approximations that fail during early-phase monitoring. We introduce a Cumulative Standardized Binomial EWMA (CSB-EWMA) chart that overcomes this limitation by deriving the exact time-varying variance of the EWMA statistic for binary multiple-stream data, enabling adaptive control limits that ensure statistical rigor from the first sample. Through extensive simulations, we identify optimal smoothing (λ) and limit (L) parameters to achieve target in-control average run length (ARL0) of 370 and 500. The CSB-EWMA chart demonstrates rapid shift detection across both ARL0 targets, with out-of-control average run length (ARL1) dropping to 3-7 samples for moderate shifts (δ=0.2), and exhibits exceptional robustness across different data distributions, with low ARL1 Coefficients of Variation (CV < 0.10 for small shifts) for both ARL0 = 370 and 500. This work provides practitioners with a distribution-free, sensitive, and theoretically sound tool for early change detection in binomial multiple-stream processes.

Faruk Muritala, Austin Brown, Dhrubajyoti Ghosh +1

School of Data Science and Analytics, Kennesaw State University, Kennesaw, United States of America.

Change-Point Detection

Apr 6, 2026

Non-Stationarity in the Embedding Space of Time Series Foundation Models

Time series foundation models (TSFMs) are widely used as generic feature extractors, yet the notion of non-stationarity in their embedding spaces remains poorly understood. Recent work often conflates non-stationarity with distribution shift, blurring distinctions fundamental to classical time-series analysis and long-standing methodologies such as statistical process control (SPC). In SPC, non-stationarity signals a process leaving a stable regime - via shifts in mean, variance, or emerging trends - and detecting such departures is central to quality monitoring and change-point analysis. Motivated by this diagnostic tradition, we study how different forms of distributional non-stationarity - mean shifts, variance changes, and linear trends - become linearly accessible in TSFM embedding spaces under controlled conditions. We further examine temporal non-stationarity arising from persistence, which reflects violations of weak stationarity due to long-memory or near-unit-root behavior rather than explicit distributional shifts. By sweeping shift strength and probing multiple TSFMs, we find that embedding-space detectability of non-stationarity degrades smoothly and that different models exhibit distinct, model-specific failure modes.

Jinmyeong Choi, Brad Shook, Artur Dubrawski

Auton Lab Robotics Institute Carnegie Mellon University Pittsburgh, PA 15213, USA

Time-Series Foundation Models Non-Stationary Time Series Distribution Shift Detection Change-Point Detection

Apr 5, 2026

The Hiremath Early Detection (HED) Score: A Measure-Theoretic Evaluation Standard for Temporal Intelligence

We introduce the Hiremath Early Detection (HED) Score, a principled, measure-theoretic evaluation criterion for quantifying the time-value of information in systems operating over non-stationary stochastic processes subject to abrupt regime transitions. Existing evaluation paradigms, chiefly the ROC/AUC framework and its downstream variants, are temporally agnostic: they assign identical credit to a detection at t + 1 and a detection at t + tau for arbitrarily large tau. This indifference to latency is a fundamental inadequacy in time-critical domains including cyber-physical security, algorithmic surveillance, and epidemiological monitoring. The HED Score resolves this by integrating a baseline-neutral, exponentially decaying kernel over the posterior probability stream of a target regime, beginning precisely at the onset of the regime shift. The resulting scalar simultaneously encodes detection acuity, temporal lead, and pre-transition calibration quality. We prove that the HED Score satisfies three axiomatic requirements: (A1) Temporal Monotonicity, (A2) Invariance to Pre-Attack Bias, and (A3) Sensitivity Decomposability. We further demonstrate that the HED Score admits a natural parametric family indexed by the Hiremath Decay Constant (lambda_H), whose domain-specific calibration constitutes the Hiremath Standard Table. As an empirical vehicle, we present PARD-SSM (Probabilistic Anomaly and Regime Detection via Switching State-Space Models), which couples fractional Stochastic Differential Equations (fSDEs) with a Switching Linear Dynamical System (S-LDS) inference backend. On the NSL-KDD benchmark, PARD-SSM achieves a HED Score of 0.0643, representing a 388.8 percent improvement over a Random Forest baseline (0.0132), with statistical significance confirmed via block-bootstrap resampling (p < 0.001). We propose the HED Score as the successor evaluation standard to ROC/AUC.

Prakul Sunil Hiremath

Department of Computer Science and Engineering, Visvesvaraya Technological University (VTU), Belagavi, India · Aliens on Earth (AoE) Autonomous Research Group, Belagavi, India

Early Warning Detection Anomaly Detection Change-Point Detection

Mar 21, 2026

TRACE: Traceroute-based Internet Route change Analysis with Ensemble Learning

Detecting Internet routing instability is a critical yet challenging task, particularly when relying solely on endpoint active measurements. This study introduces TRACE, a MachineLearning (ML)pipeline designed to identify route changes using only traceroute latency data, thereby ensuring independence from control plane information. We propose a robust feature engineering strategy that captures temporal dynamics using rolling statistics and aggregated context patterns. The architecture leverages a stacked ensemble of Gradient Boosted Decision Trees refined by a hyperparameter-optimized meta-learner. By strictly calibrating decision thresholds to address the inherent class imbalance of rare routing events, TRACE achieves a superior F1-score performance, significantly outperforming traditional baseline models and demonstrating strong effective ness in detecting routing changes on the Internet.

Raul Suzuki, Rodrigo Moreira, Pedro Henrique A. Damaso de Melo +2

Institute of Exact and Technological Sciences – Federal University of Viçosa (UFV), Rio Paranaíba – MG – Brazil · Department of Informatics – School of Engineering, University of Minho (UMinho) – Braga – Portugal

Change-Point Detection

Mar 16, 2026

Generalized Hierarchical Bayesian Segmentation with Irregular Designs, Multi-Sequence Hierarchies, and Grouped/Latent-Group Designs

Bayesian change-point and segmentation models provide uncertainty-aware piecewise-constant representations of ordered data, but exact inference is often limited to narrow likelihood classes, single sequences, or index-uniform designs. We present BayesBreak, a modular offline Bayesian segmentation framework that separates local block scoring from global inference: each candidate block supplies a marginal likelihood and any needed moment numerators, while a dynamic program combines these scores to compute posteriors over segment counts, boundaries, and latent signals. For weighted exponential-family likelihoods with conjugate priors, block evidences and posterior moments are available in closed form from cumulative sufficient statistics, enabling exact sum-product inference for

p(y\mid k)

,

p(k\mid y)

, boundary marginals, and Bayes regression curves. We distinguish these summaries from the joint MAP segmentation, recovered by a separate max-sum recursion. BayesBreak supports design-aware partition priors for irregular observations, exact pooling across replicates with shared boundaries, and latent-template mixtures with exact EM updates. For non-conjugate GLM blocks, the same DP layer can use deterministic local approximations such as Laplace, variational methods, EP, or quadrature. We prove a posterior-odds stability bound: uniform per-block log-evidence error

\varepsilon

perturbs

k

-odds and boundary-odds by at most

(k+k')\varepsilon

and

2k\varepsilon

. Validation includes synthetic recovery, calibration, and scaling experiments, plus four real-data illustrations: well-log geology, array-CGH copy number, equity-return volatility, and CpG-atlas methylation.

Omid Shams Solari

sAIm Labs

Change-Point Detection Hierarchical Bayesian Modeling

Mar 15, 2026

Latent Dynamics-Aware OOD Monitoring for Trajectory Prediction with Provable Guarantees

In safety-critical Cyber-Physical Systems (CPS), trajectory prediction guides downstream planning and control. Deep learning models forecast well on validation data, but their reliability drops in out-of-distribution (OOD) scenarios driven by environmental uncertainty or rare traffic behaviors [1, 2]. Such failures are often silent: forecasts stay spatially plausible while accuracy collapses, and reported uncertainty does not rise [3]. Detection is hard because traffic conditions and interaction patterns keep evolving, yet the safety-critical nature of autonomous driving (AD) demands formal guarantees on detection delay and false-alarm rate. Following [4], we reframe OOD monitoring as quickest changepoint detection (QCD), a principled statistical framework with well-established theory. We find that the evolution of prediction errors on in-distribution (ID) data is well modeled by a Hidden Markov Model (HMM). Building on this, we extend a recent cumulative Maximum Mean Discrepancy approach to our setting. The method needs no detailed prior knowledge of the post-change distribution, yet admits provable delay and false-alarm guarantees. On three real-world driving datasets, it reduces detection delay while staying robust to heavy-tailed distributions and unknown post-change conditions.

Tongfei Guo, Lili Su

Department of Electrical and Computer Engineering, Northeastern University, Boston, MA, USA.

OOD Detection Change-Point Detection Trajectory Prediction Maximum Mean Discrepancy

Mar 9, 2026

Towards Differentiating Between Failures and Domain Shifts in Industrial Data Streams

Anomaly and failure detection methods are crucial in identifying deviations from normal system operational conditions, which allows for actions to be taken in advance, usually preventing more serious damages. Long-lasting deviations indicate failures, while sudden, isolated changes in the data indicate anomalies. However, in many practical applications, changes in the data do not always represent abnormal system states. Such changes may be recognized incorrectly as failures, while being a normal evolution of the system, e.g. referring to characteristics of starting the processing of a new product, i.e. realizing a domain shift. Therefore, distinguishing between failures and such ''healthy'' changes in data distribution is critical to ensure the practical robustness of the system. In this paper, we propose a method that not only detects changes in the data distribution and anomalies but also allows us to distinguish between failures and normal domain shifts inherent to a given process. The proposed method consists of a modified Page-Hinkley changepoint detector for identification of the domain shift and possible failures and supervised domain-adaptation-based algorithms for fast, online anomaly detection. These two are coupled with an explainable artificial intelligence (XAI) component that aims at helping the human operator to finally differentiate between domain shifts and failures. The method is illustrated by an experiment on a data stream from the steel factory.

Natalia Wojak-Strzelecka, Szymon Bobek, Grzegorz J. Nalepa +1

1Jagiellonian Human-Centered AI Lab, Mark Kac Center for Complex Systems Research, Institute of Applied Computer Science, Faculty of Physics, Astronomy and Applied Computer Science, Jagiellonian University, ul. prof. Stanisława Łojasiewicza 11, 30-348 Krakow, Poland · Institute of Computing Science, Poznań University of Technology, 60-965 Poznań, Poland

Industrial Anomaly Detection Fault Detection Distribution Shift Detection Change-Point Detection

Feb 14, 2026

Locally Private Parametric Methods for Change-Point Detection

We study parametric change-point detection under local differential privacy, focusing on the offline localization of a single change point in a sequence of independent observations.~In the non-private setting, we derive improved finite-sample accuracy guarantees for a generalized likelihood-ratio estimator using martingale methods.~We establish finite-sample minimax lower bounds in both the non-private and locally private settings, showing that localization accuracy is fundamentally limited by the Chernoff information between the pre- and post-change distributions.~Guided by this, we design locally private CPD algorithms based on aggregated randomized response and binary mechanisms, which maximize the Chernoff information between the induced output distributions in low- and high-privacy regimes, respectively, and derive their finite-sample guarantees. Together, our upper and lower bounds quantify the statistical cost of privacy in change-point localization.~As part of our analysis, we also show that strong data processing inequality coefficients of Rényi divergence and Jeffreys--Rényi divergence of order infinity can be computed by restricting to pairs of input distributions with a common support of at most two symbols.~We corroborate our results through empirical evaluation on synthetic data.

Anuj Kumar Yadav, Cemre Cadir, Yanina Y. Shkel +1

School of Computer and Communication Sciences, École Polytechnique Fédérale de Lausanne (EPFL), Vaud, Switzerland.

Change-Point Detection Differential Privacy Minimax Estimation

Dec 8, 2025

High-Dimensional Change Point Detection via Graph Spanning Ratio

Inspired by graph-based methodologies, we introduce a novel graph-spanning algorithm designed to identify changes in both offline and online data across low to high dimensions. This versatile approach is applicable to Euclidean and graph-structured data with unknown distributions, while maintaining control over error probabilities. Theoretically, we demonstrate that the algorithm achieves high detection power when the magnitude of the change surpasses the lower bound of the minimax separation rate, which scales on the order of

\sqrt{nd}

. Our method outperforms other techniques in terms of accuracy for both Gaussian and non-Gaussian data. Notably, it maintains strong detection power even with small observation windows, making it particularly effective for online environments where timely and precise change detection is critical.

Katerina Papagiannouli, Yang-wen Sun, Vladimir Spokoiny

Department of Mathematics, University or Pisa · Department of Mathematics, Humboldt University of Berlin · Weierstrass Institut

Change-Point Detection

Oct 29, 2025

Monitoring the calibration of probability forecasts with an application to concept drift detection involving image classification

Machine learning approaches for image classification have led to impressive advances in that field. For example, convolutional neural networks are able to achieve remarkable image classification accuracy across a wide range of applications in industry, defense, and other areas. While these machine learning models boast impressive accuracy, a related concern is how to assess and maintain calibration in the predictions these models make. A classification model is said to be well calibrated if its predicted probabilities correspond with the rates events actually occur. While there are many available methods to assess machine learning calibration and recalibrate faulty predictions, less effort has been spent on developing approaches that continually monitor predictive models for potential loss of calibration as time passes. We propose a cumulative sum-based approach with dynamic limits that enable detection of miscalibration in both traditional process monitoring and concept drift applications. This enables early detection of operational context changes that impact image classification performance in the field. The proposed chart can be used broadly in any situation where the user needs to monitor probability predictions over time for potential lapses in calibration. Importantly, our method operates on probability predictions and event outcomes and does not require under-the-hood access to the machine learning model.

Christopher T. Franck, Anne R. Driscoll, Zoe Szajnfarber +1

Concept Drift Model Calibration Change-Point Detection

Jun 19, 2025

Diffusion-Based Hypothesis Testing and Change-Point Detection

Score-based methods have recently seen increasing popularity in modeling and generation. Methods have been constructed to perform hypothesis testing and change-point detection with score functions, but these methods are in general not as powerful as their likelihood-based peers. Recent works consider generalizing the score-based Fisher divergence into a diffusion-divergence by transforming score functions via multiplication with a matrix-valued function or a weight matrix. In this paper, we extend the score-based hypothesis test and change-point detection stopping rule into their diffusion-based analogs. Additionally, we theoretically quantify the performance of these diffusion-based algorithms and study scenarios where optimal performance is achievable. We propose a method of numerically optimizing the weight matrix and present numerical simulations to illustrate the advantages of diffusion-based algorithms.

Sean Moushegian, Taposh Banerjee, Vahid Tarokh

Department of Electrical and Computer Engineering, Duke University, Durham, North Carolina 27708. · Department of Industrial Engineering, University of Pittsburgh, Pittsburgh, Pennsylvania 15213.

Change-Point Detection Statistical Hypothesis Testing