Online High-Dimensional Change-Point Detection using Topological Data Analysis
利用拓扑数据分析进行在线高维变点检测AI 解读 ↓
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AI 根据所提供的论文材料归类:摘要明确研究序贯观测中的在线变点检测,检测对象是数据的拓扑结构变化。
利用拓扑数据分析进行在线高维变点检测AI 解读 ↓
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Topological Data Analysis (TDA) is a rapidly growing field, which studies methods for learning underlying topological structures present in complex data representations. TDA methods have found recent success in extracting useful geometric structures for a wide range of applications, including protein classification, neuroscience, and time-series analysis. However, in many such applications, one is also interested in sequentially detecting changes in this topological structure. We propose a new method called Persistence Diagram based Change-Point (PD-CP), which tackles this problem by integrating the widely-used persistence diagrams in TDA with recent developments in nonparametric change-point detection. The key novelty in PD-CP is that it leverages the distribution of points on persistence diagrams for online detection of topological changes. We demonstrate the effectiveness of PD-CP in an application to solar flare monitoring.