Monte Carlo Dependency Estimation

1 code implementation • 4 Oct 2018 • Edouard Fouché, Klemens Böhm

In this paper, we propose Monte Carlo Dependency Estimation (MCDE), a theoretical framework to estimate multivariate dependency in static and dynamic data.

Efficient Subspace Search in Data Streams

1 code implementation • 13 Nov 2020 • Edouard Fouché, Florian Kalinke, Klemens Böhm

In the real world, data streams are ubiquitous -- think of network traffic or sensor data.

Outlier Detection

Finite-time Analysis of Globally Nonstationary Multi-Armed Bandits

1 code implementation • 23 Jul 2021 • Junpei Komiyama, Edouard Fouché, Junya Honda

We demonstrate that ADR-bandit has nearly optimal performance when abrupt or gradual changes occur in a coordinated manner that we call global changes.

Multi-Armed Bandits

Maximum Mean Discrepancy on Exponential Windows for Online Change Detection

no code implementations • 25 May 2022 • Florian Kalinke, Marco Heyden, Edouard Fouché, Klemens Böhm

Detecting changes is of fundamental importance when analyzing data streams and has many applications, e. g., predictive maintenance, fraud detection, or medicine.

Change Detection Fraud Detection

Budgeted Multi-Armed Bandits with Asymmetric Confidence Intervals

no code implementations • 12 Jun 2023 • Marco Heyden, Vadim Arzamasov, Edouard Fouché, Klemens Böhm

We study the stochastic Budgeted Multi-Armed Bandit (MAB) problem, where a player chooses from $K$ arms with unknown expected rewards and costs.

Multi-Armed Bandits

Adaptive Bernstein Change Detector for High-Dimensional Data Streams

1 code implementation • 22 Jun 2023 • Marco Heyden, Edouard Fouché, Vadim Arzamasov, Tanja Fenn, Florian Kalinke, Klemens Böhm

In high-dimensional data, change detectors should not only be able to identify when changes happen, but also in which subspace they occur.

Change Detection