the problems of sequential change-point have several important applications in quality control, signal processing, and failure detection in industry and finance. we discuss a bayesian approach in the context of statistical process control: at an unknown time $tau$, the process behavior changes and the distribution of the data changes from p0 to p1. two cases are considered: (i) p0 and p1 are fu...

Abstract: We propose new tests to detect a change in the mean of a time series. Like many existing tests, the new ones are based on the CUSUM process. Existing CUSUM tests require an estimator of a scale parameter to make them asymptotically distribution free under the no change null hypothesis. Even if the observations are independent, the estimation of the scale parameter is not simple since ...

In the present paper, we develop a new efficient approach to detection of abrupt changes in a sequence of recognized digital images, which can be applied to a wide variety of practical problems of digital image processing. The principal idea of this approach consists in transforming an original sample of the observed data to a set of onedimensional statistics and measuring a distance from homog...

We tackle the change-point problem with data belonging to a general set. We propose a penalty for choosing the number of change-points in the kernel algorithm of Harchaoui and Cappé (2007). This penalty generalizes the one proposed for one dimensional signals by Lebarbier (2005). We prove it satisfies a non-asymptotic oracle inequality by showing new concentration results in Hilbert spaces. Exp...

No matter whether it is acoustic waves, quantum matter waves or optical waves of a laser—all kinds of waves can be in different states of oscillation, corresponding to different frequencies. Calculating these frequencies is part of the tools of the trade in theoretical physics. Recently, however, a special class of systems has caught the attention of the scientific community, forcing physicists...