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Change-point detection has been a classical problem in statistics and econometrics. This work focuses on the problem of detecting abrupt distributional changes in the data-generating distribution of a sequence of high-dimensional observations, beyond the first two moments. This has remained a substantially less explored problem in the existing literature, especially in the high-dimensional context, compared to detecting changes in the mean or the covariance structure. We develop a nonparametric methodology to (i) detect an unknown number of change-points in an independent sequence of high-dimensional observations and (ii) test for the significance of the estimated change-point locations. Our approach essentially rests upon nonparametric tests for the homogeneity of two high-dimensional distributions. We construct a single change-point location estimator via defining a cumulative sum process in an embedded Hilbert space. As the key theoretical innovation, we rigorously derive its limiting distribution under the high dimension medium sample size (HDMSS) framework. Subsequently we combine our statistic with the idea of wild binary segmentation to recursively estimate and test for multiple change-point locations. The superior performance of our methodology compared to other existing procedures is illustrated via extensive simulation studies as well as over stock prices data observed during the period of the Great Recession in the United States.

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Structured Latent Attribute Models (SLAMs) are a family of discrete latent variable models widely used in education, psychology, and epidemiology to model multivariate categorical data. A SLAM assumes that multiple discrete latent attributes explain the dependence of observed variables in a highly structured fashion. Usually, the maximum marginal likelihood estimation approach is adopted for SLAMs, treating the latent attributes as random effects. The increasing scope of modern assessment data involves large numbers of observed variables and high-dimensional latent attributes. This poses challenges to classical estimation methods and requires new methodology and understanding of latent variable modeling. Motivated by this, we consider the joint maximum likelihood estimation (MLE) approach to SLAMs, treating latent attributes as fixed unknown parameters. We investigate estimability, consistency, and computation in the regime where sample size, number of variables, and number of latent attributes all can diverge. We establish the statistical consistency of the joint MLE and propose efficient algorithms that scale well to large-scale data for several popular SLAMs. Simulation studies demonstrate the superior empirical performance of the proposed methods. An application to real data from an international educational assessment gives interpretable findings of cognitive diagnosis.

Data segmentation a.k.a. multiple change point analysis has received considerable attention due to its importance in time series analysis and signal processing, with applications in a variety of fields including natural and social sciences, medicine, engineering and finance. In the first part of this survey, we review the existing literature on the canonical data segmentation problem which aims at detecting and localising multiple change points in the mean of univariate time series. We provide an overview of popular methodologies on their computational complexity and theoretical properties. In particular, our theoretical discussion focuses on the separation rate relating to which change points are detectable by a given procedure, and the localisation rate quantifying the precision of corresponding change point estimators, and we distinguish between whether a homogeneous or multiscale viewpoint has been adopted in their derivation. We further highlight that the latter viewpoint provides the most general setting for investigating the optimality of data segmentation algorithms. Arguably, the canonical segmentation problem has been the most popular framework to propose new data segmentation algorithms and study their efficiency in the last decades. In the second part of this survey, we motivate the importance of attaining an in-depth understanding of strengths and weaknesses of methodologies for the change point problem in a simpler, univariate setting, as a stepping stone for the development of methodologies for more complex problems. We illustrate this with a range of examples showcasing the connections between complex distributional changes and those in the mean. We also discuss extensions towards high-dimensional change point problems where we demonstrate that the challenges arising from high dimensionality are orthogonal to those in dealing with multiple change points.

We propose a generalized CUR (GCUR) decomposition for matrix pairs $(A, B)$. Given matrices $A$ and $B$ with the same number of columns, such a decomposition provides low-rank approximations of both matrices simultaneously, in terms of some of their rows and columns. We obtain the indices for selecting the subset of rows and columns of the original matrices using the discrete empirical interpolation method (DEIM) on the generalized singular vectors. When $B$ is square and nonsingular, there are close connections between the GCUR of $(A, B)$ and the DEIM-induced CUR of $AB^{-1}$. When $B$ is the identity, the GCUR decomposition of $A$ coincides with the DEIM-induced CUR decomposition of $A$. We also show a similar connection between the GCUR of $(A, B)$ and the CUR of $AB^+$ for a nonsquare but full-rank matrix $B$, where $B^+$ denotes the Moore--Penrose pseudoinverse of $B$. While a CUR decomposition acts on one data set, a GCUR factorization jointly decomposes two data sets. The algorithm may be suitable for applications where one is interested in extracting the most discriminative features from one data set relative to another data set. In numerical experiments, we demonstrate the advantages of the new method over the standard CUR approximation; for recovering data perturbed with colored noise and subgroup discovery.

We apply the concept of distance correlation for testing independence of long-range dependent time series. For this, we establish a non-central limit theorem for stochastic processes with values in an $L_2$-Hilbert space. This limit theorem is of a general theoretical interest that goes beyond the context of this article. For the purpose of this article, it provides the basis for deriving the asymptotic distribution of the distance covariance of subordinated Gaussian processes. Depending on the dependence in the data, the standardization and the limit of distance correlation vary. In any case, the limit is not feasible, such that test decisions are based on a subsampling procedure. We prove the validity of the subsampling procedure and assess the finite sample performance of a hypothesis test based on the distance covariance. In particular, we compare its finite sample performance to that of a test based on Pearson's sample correlation coefficient. For this purpose, we additionally establish convergence results for this dependence measure. Different dependencies between the vectors are considered. It turns out that only linear correlation is better detected by Pearson's sample correlation coefficient, while all other dependencies are better detected by distance correlation. An analysis with regard to cross-dependencies between the mean monthly discharges of three different rivers provides an application of the theoretical results established in this article.

Change Point Detection techniques aim to capture changes in trends and sequences in time-series data to describe the underlying behaviour of the system. Detecting changes and anomalies in the web services, the trend of applications usage can provide valuable insight towards the system, however, many existing approaches are done in a supervised manner, requiring well-labelled data. As the amount of data produced and captured by sensors are growing rapidly, it is getting harder and even impossible to annotate the data. Therefore, coming up with a self-supervised solution is a necessity these days. In this work, we propose TSCP a novel self-supervised technique for temporal change point detection, based on representation learning with Temporal Convolutional Network (TCN). To the best of our knowledge, our proposed method is the first method which employs Contrastive Learning for prediction with the aim change point detection. Through extensive evaluations, we demonstrate that our method outperforms multiple state-of-the-art change point detection and anomaly detection baselines, including those adopting either unsupervised or semi-supervised approach. TSCP is shown to improve both non-Deep learning- and Deep learning-based methods by 0.28 and 0.12 in terms of average F1-score across three datasets.

Keypoint-based methods are a relatively new paradigm in object detection, eliminating the need for anchor boxes and offering a simplified detection framework. Keypoint-based CornerNet achieves state of the art accuracy among single-stage detectors. However, this accuracy comes at high processing cost. In this work, we tackle the problem of efficient keypoint-based object detection and introduce CornerNet-Lite. CornerNet-Lite is a combination of two efficient variants of CornerNet: CornerNet-Saccade, which uses an attention mechanism to eliminate the need for exhaustively processing all pixels of the image, and CornerNet-Squeeze, which introduces a new compact backbone architecture. Together these two variants address the two critical use cases in efficient object detection: improving efficiency without sacrificing accuracy, and improving accuracy at real-time efficiency. CornerNet-Saccade is suitable for offline processing, improving the efficiency of CornerNet by 6.0x and the AP by 1.0% on COCO. CornerNet-Squeeze is suitable for real-time detection, improving both the efficiency and accuracy of the popular real-time detector YOLOv3 (34.4% AP at 34ms for CornerNet-Squeeze compared to 33.0% AP at 39ms for YOLOv3 on COCO). Together these contributions for the first time reveal the potential of keypoint-based detection to be useful for applications requiring processing efficiency.

Scale variation is one of the key challenges in object detection. In this work, we first present a controlled experiment to investigate the effect of receptive fields on the detection of different scale objects. Based on the findings from the exploration experiments, we propose a novel Trident Network (TridentNet) aiming to generate scale-specific feature maps with a uniform representational power. We construct a parallel multi-branch architecture in which each branch shares the same transformation parameters but with different receptive fields. Then, we propose a scale-aware training scheme to specialize each branch by sampling object instances of proper scales for training. As a bonus, a fast approximation version of TridentNet could achieve significant improvements without any additional parameters and computational cost. On the COCO dataset, our TridentNet with ResNet-101 backbone achieves state-of-the-art single-model results by obtaining an mAP of 48.4. Code will be made publicly available.

Abnormal event detection in video is a challenging vision problem. Most existing approaches formulate abnormal event detection as an outlier detection task, due to the scarcity of anomalous data during training. Because of the lack of prior information regarding abnormal events, these methods are not fully-equipped to differentiate between normal and abnormal events. In this work, we formalize abnormal event detection as a one-versus-rest binary classification problem. Our contribution is two-fold. First, we introduce an unsupervised feature learning framework based on object-centric convolutional auto-encoders to encode both motion and appearance information. Second, we propose a supervised classification approach based on clustering the training samples into normality clusters. A one-versus-rest abnormal event classifier is then employed to separate each normality cluster from the rest. For the purpose of training the classifier, the other clusters act as dummy anomalies. During inference, an object is labeled as abnormal if the highest classification score assigned by the one-versus-rest classifiers is negative. Comprehensive experiments are performed on four benchmarks: Avenue, ShanghaiTech, UCSD and UMN. Our approach provides superior results on all four data sets. On the large-scale ShanghaiTech data set, our method provides an absolute gain of 12.1% in terms of frame-level AUC compared to the state-of-the-art method [Liu et al., CVPR 2018].

In this paper, we propose PointRCNN for 3D object detection from raw point cloud. The whole framework is composed of two stages: stage-1 for the bottom-up 3D proposal generation and stage-2 for refining proposals in the canonical coordinates to obtain the final detection results. Instead of generating proposals from RGB image or projecting point cloud to bird's view or voxels as previous methods do, our stage-1 sub-network directly generates a small number of high-quality 3D proposals from point cloud in a bottom-up manner via segmenting the point cloud of whole scene into foreground points and background. The stage-2 sub-network transforms the pooled points of each proposal to canonical coordinates to learn better local spatial features, which is combined with global semantic features of each point learned in stage-1 for accurate box refinement and confidence prediction. Extensive experiments on the 3D detection benchmark of KITTI dataset show that our proposed architecture outperforms state-of-the-art methods with remarkable margins by using only point cloud as input.

Despite huge success in the image domain, modern detection models such as Faster R-CNN have not been used nearly as much for video analysis. This is arguably due to the fact that detection models are designed to operate on single frames and as a result do not have a mechanism for learning motion representations directly from video. We propose a learning procedure that allows detection models such as Faster R-CNN to learn motion features directly from the RGB video data while being optimized with respect to a pose estimation task. Given a pair of video frames---Frame A and Frame B---we force our model to predict human pose in Frame A using the features from Frame B. We do so by leveraging deformable convolutions across space and time. Our network learns to spatially sample features from Frame B in order to maximize pose detection accuracy in Frame A. This naturally encourages our network to learn motion offsets encoding the spatial correspondences between the two frames. We refer to these motion offsets as DiMoFs (Discriminative Motion Features). In our experiments we show that our training scheme helps learn effective motion cues, which can be used to estimate and localize salient human motion. Furthermore, we demonstrate that as a byproduct, our model also learns features that lead to improved pose detection in still-images, and better keypoint tracking. Finally, we show how to leverage our learned model for the tasks of spatiotemporal action localization and fine-grained action recognition.

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