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212 result(s) for "Binary segmentation"
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WILD BINARY SEGMENTATION FOR MULTIPLE CHANGE-POINT DETECTION
We propose a new technique, called wild binary segmentation (WBS), for consistent estimation of the number and locations of multiple change-points in data. We assume that the number of change-points can increase to infinity with the sample size. Due to a certain random localisation mechanism, WBS works even for very short spacings between the change-points and/or very small jump magnitudes, unlike standard binary segmentation. On the other hand, despite its use of localisation, WBS does not require the choice of a window or span parameter, and does not lead to a significant increase in computational complexity. WBS is also easy to code. We propose two stopping criteria for WBS: one based on thresholding and the other based on what we term the 'strengthened Schwarz information criterion'. We provide default recommended values of the parameters of the procedure and show that it offers very good practical performance in comparison with the state of the art. The WBS methodology is implemented in the R package wbs, available on CRAN. In addition, we provide a new proof of consistency of binary segmentation with improved rates of convergence, as well as a corresponding result for WBS.
Changepoint Detection in the Presence of Outliers
Many traditional methods for identifying changepoints can struggle in the presence of outliers, or when the noise is heavy-tailed. Often they will infer additional changepoints to fit the outliers. To overcome this problem, data often needs to be preprocessed to remove outliers, though this is difficult for applications where the data needs to be analyzed online. We present an approach to changepoint detection that is robust to the presence of outliers. The idea is to adapt existing penalized cost approaches for detecting changes so that they use loss functions that are less sensitive to outliers. We argue that loss functions that are bounded, such as the classical biweight loss, are particularly suitable-as we show that only bounded loss functions are robust to arbitrarily extreme outliers. We present an efficient dynamic programming algorithm that can find the optimal segmentation under our penalized cost criteria. Importantly, this algorithm can be used in settings where the data needs to be analyzed online. We show that we can consistently estimate the number of changepoints, and accurately estimate their locations, using the biweight loss function. We demonstrate the usefulness of our approach for applications such as analyzing well-log data, detecting copy number variation, and detecting tampering of wireless devices. Supplementary materials for this article are available online.
A MOSUM procedure for the estimation of multiple random change points
In this work, we investigate statistical properties of change point estimators based on moving sum statistics. We extend results for testing in a classical situation with multiple deterministic change points by allowing for random exogenous change points that arise in Hidden Markov or regime switching models among others. To this end, we consider a multiple mean change model with possible time series errors and prove that the number and location of change points are estimated consistently by this procedure. Additionally, we derive rates of convergence for the estimation of the location of the change points and show that these rates are strict by deriving the limit distribution of properly scaled estimators. Because the small sample behavior depends crucially on how the asymptotic (long-run) variance of the error sequence is estimated, we propose to use moving sum type estimators for the (long-run) variance and derive their asymptotic properties. While they do not estimate the variance consistently at every point in time, they can still be used to consistently estimate the number and location of the changes. In fact, this inconsistency can even lead to more precise estimators for the change points. Finally, some simulations illustrate the behavior of the estimators in small samples showing that its performance is very good compared to existing methods.
Multiple‐change‐point detection for high dimensional time series via sparsified binary segmentation
Time series segmentation, which is also known as multiple‐change‐point detection, is a well‐established problem. However, few solutions have been designed specifically for high dimensional situations. Our interest is in segmenting the second‐order structure of a high dimensional time series. In a generic step of a binary segmentation algorithm for multivariate time series, one natural solution is to combine cumulative sum statistics obtained from local periodograms and cross‐periodograms of the components of the input time series. However, the standard ‘maximum’ and ‘average’ methods for doing so often fail in high dimensions when, for example, the change points are sparse across the panel or the cumulative sum statistics are spuriously large. We propose the sparsified binary segmentation algorithm which aggregates the cumulative sum statistics by adding only those that pass a certain threshold. This ‘sparsifying’ step reduces the influence of irrelevant noisy contributions, which is particularly beneficial in high dimensions. To show the consistency of sparsified binary segmentation, we introduce the multivariate locally stationary wavelet model for time series, which is a separate contribution of this work.
Towards Diverse Binary Segmentation via a Simple yet General Gated Network
In many binary segmentation tasks, most CNNs-based methods use a U-shape encoder-decoder network as their basic structure. They ignore two key problems when the encoder exchanges information with the decoder: one is the lack of interference control mechanism between them, the other is without considering the disparity of the contributions from different encoder levels. In this work, we propose a simple yet general gated network (GateNet) to tackle them all at once. With the help of multi-level gate units, the valuable context information from the encoder can be selectively transmitted to the decoder. In addition, we design a gated dual branch structure to build the cooperation among the features of different levels and improve the discrimination ability of the network. Furthermore, we introduce a “Fold” operation to improve the atrous convolution and form a novel folded atrous convolution, which can be flexibly embedded in ASPP or DenseASPP to accurately localize foreground objects of various scales. GateNet can be easily generalized to many binary segmentation tasks, including general and specific object segmentation and multi-modal segmentation. Without bells and whistles, our network consistently performs favorably against the state-of-the-art methods under 10 metrics on 33 datasets of 10 binary segmentation tasks.
Research on Unbalanced Sample Segmentation of Remote Sensing Image
This article proposes a framework for the unbalanced sample segmentation of remote sensing images on an open data set. For the few sample categories, improved by converting it into binary segmentation and combining with weighted cross-entropy loss, and then merged with the segmentation result of the sufficient sample categories. Finally, the mIoU (mean Intersection of Union) of the 8 categories is increased by 4.5% compared to the results before the improvement, especially, the results of the few sample category road and grassland are increased by 10.2% and 9.7%. The experiments show that the framework can greatly improve the segmentation performance of the few sample categories, and have a good guiding significance for the problem of multiclass unbalanced sample segmentation.
MULTIPLE CHANGE-POINT DETECTION FOR NON-STATIONARY TIME SERIES USING WILD BINARY SEGMENTATION
We propose a new technique for consistent estimation of the number and locations of the change-points in the second-order structure of a time series. The core of the segmentation procedure is the Wild Binary Segmentation method (WBS), a technique which involves a certain randomised mechanism. The advantage of WBS over the standard Binary Segmentation lies in its localisation feature, thanks to which it works in cases where the spacings between change-points are short. In addition, we do not restrict the total number of change-points a time series can have. We also ameliorate the performance of our method by combining the CUSUM statistics obtained at different scales of the wavelet periodogram, our main change-point detection statistic, which allows a rigorous estimation of the local autocovariance of a piecewise-stationary process. We provide a simulation study to examine the performance of our method for different types of scenarios. A proof of consistency is also provided. Our methodology is implemented in the R package wbsts, available from CRAN.
Multiple Change-Point Detection: A Selective Overview
Very long and noisy sequence data arise from biological sciences to social science including high throughput data in genomics and stock prices in econometrics. Often such data are collected in order to identify and understand shifts in trends, for example, from a bull market to a bear market in finance or from a normal number of chromosome copies to an excessive number of chromosome copies in genetics. Thus, identifying multiple change points in a long, possibly very long, sequence is an important problem. In this article, we review both classical and new multiple change-point detection strategies. Considering the long history and the extensive literature on the change-point detection, we provide an in-depth discussion on a normal mean change-point model from aspects of regression analysis, hypothesis testing, consistency and inference. In particular, we present a strategy to gather and aggregate local information for change-point detection that has become the cornerstone of several emerging methods because of its attractiveness in both computational and theoretical properties.
Automated lumbar spine segmentation in MRI using an enhanced U-Net with inception module and dual-output mechanism
Accurate segmentation of spinal structures, including vertebrae, intervertebral discs (IVDs), and the spinal canal, is crucial for diagnosing lumbar spine disorders. Deep learning-based semantic segmentation has significantly improved accuracy in medical imaging. This study proposes an enhanced U-Net incorporating an Inception module for multi-scale feature extraction and a dual-output mechanism for improved training stability and feature refinement. The model is trained on the SPIDER lumbar spine MRI dataset and evaluated using Accuracy, Precision, Recall, F1-score, and mean Intersection over Union (mIoU). Comparative analysis with the baseline models—U-Net, ResUNet, Attention U-Net, and TransUNet—shows that the proposed model achieves superior segmentation accuracy, with improved boundary delineation and better handling of class imbalance. An evaluation of loss functions identified Dice loss as the most effective, enabling the model to achieve an mIoU of 0.8974, an accuracy of 0.9742, a precision of 0.9417, a recall of 0.9470, and an F1-score of 0.9444, outperforming all four baseline models. The Inception module enhances feature extraction at multiple scales, while the dual-output mechanism improves gradient flow and segmentation consistency. Initially focused on binary segmentation, the approach was extended to multiclass segmentation, enabling separate identification of vertebrae, IVDs, and the spinal canal. These enhancements offer a more precise and efficient solution for automated lumbar spine segmentation in MRI, thereby supporting enhanced diagnostic workflows in medical imaging.
WSF-NET: Weakly Supervised Feature-Fusion Network for Binary Segmentation in Remote Sensing Image
Binary segmentation in remote sensing aims to obtain binary prediction mask classifying each pixel in the given image. Deep learning methods have shown outstanding performance in this task. These existing methods in fully supervised manner need massive high-quality datasets with manual pixel-level annotations. However, the annotations are generally expensive and sometimes unreliable. Recently, using only image-level annotations, weakly supervised methods have proven to be effective in natural imagery, which significantly reduce the dependence on manual fine labeling. In this paper, we review existing methods and propose a novel weakly supervised binary segmentation framework, which is capable of addressing the issue of class imbalance via a balanced binary training strategy. Besides, a weakly supervised feature-fusion network (WSF-Net) is introduced to adapt to the unique characteristics of objects in remote sensing image. The experiments were implemented on two challenging remote sensing datasets: Water dataset and Cloud dataset. Water dataset is acquired by Google Earth with a resolution of 0.5 m, and Cloud dataset is acquired by Gaofen-1 satellite with a resolution of 16 m. The results demonstrate that using only image-level annotations, our method can achieve comparable results to fully supervised methods.