changepoint
A Generalized Adaptive Joint Learning Framework for High-Dimensional Time-Varying Models
In modern biomedical and econometric studies, longitudinal processes are often characterized by complex time-varying associations and abrupt regime shifts that are shared across correlated outcomes. Standard functional data analysis (FDA) methods, which prioritize smoothness, often fail to capture these dynamic structural features, particularly in high-dimensional settings. This article introduces Adaptive Joint Learning (AJL), a hierarchical regularization framework designed to integrate functional variable selection with structural changepoint detection in multivariate time-varying coefficient models. Unlike standard simultaneous estimation approaches, we propose a theoretically grounded two-stage screening-and-refinement procedure. This framework first synergizes adaptive group-wise penalization with sure screening principles to robustly identify active predictors, followed by a refined fused regularization step that effectively borrows strength across multiple outcomes to detect local regime shifts. We provide a rigorous theoretical analysis of the estimator in the ultra-high-dimensional regime (p >> n). Crucially, we establish the sure screening consistency of the first stage, which serves as the foundation for proving that the refined estimator achieves the oracle property-performing as well as if the true active set and changepoint locations were known a priori. A key theoretical contribution is the explicit handling of approximation bias via undersmoothing conditions to ensure valid asymptotic inference. The proposed method is validated through comprehensive simulations and an application to Sleep-EDF data, revealing novel dynamic patterns in physiological states.
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Prediction Intervals for Individual Treatment Effects in a Multiple Decision Point Framework using Conformal Inference
Accurately quantifying uncertainty of individual treatment effects (ITEs) across multiple decision points is crucial for personalized decision-making in fields such as healthcare, finance, education, and online marketplaces. Previous work has focused on predicting non-causal longitudinal estimands or constructing prediction bands for ITEs using cross-sectional data based on exchangeability assumptions. We propose a novel method for constructing prediction intervals using conformal inference techniques for time-varying ITEs with weaker assumptions than prior literature. We guarantee a lower bound for coverage, which is dependent on the degree of non-exchangeability in the data. Although our method is broadly applicable across decision-making contexts, we support our theoretical claims with simulations emulating micro-randomized trials (MRTs) -- a sequential experimental design for mobile health (mHealth) studies. We demonstrate the practical utility of our method by applying it to a real-world MRT - the Intern Health Study (IHS).
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A Sharp Error Analysis for the Fused Lasso, with Application to Approximate Changepoint Screening
In the 1-dimensional multiple changepoint detection problem, we derive a new fast error rate for the fused lasso estimator, under the assumption that the mean vector has a sparse number of changepoints. This rate is seen to be suboptimal (compared to the minimax rate) by only a factor of $\log\log{n}$. Our proof technique is centered around a novel construction that we call a lower interpolant. We extend our results to misspecified models and exponential family distributions. We also describe the implications of our error analysis for the approximate screening of changepoints.
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LLMLagBench: Identifying Temporal Training Boundaries in Large Language Models
Pęzik, Piotr, Kaczyński, Konrad, Szymańska, Maria, Żarnecki, Filip, Deckert, Zuzanna, Kwiatkowski, Jakub, Janowski, Wojciech
Large Language Models (LLMs) are pretrained on textual data up to a specific temporal cutoff. This creates a strict knowledge boundary beyond which models cannot provide accurate information without querying external sources. More subtly, when this limitation is unknown or ignored, LLMs may inadvertently blend outdated time-sensitive information with general knowledge during reasoning tasks, potentially compromising response accuracy. We introduce LLMLagBench, an LLM freshness benchmark, as a systematic approach for identifying the earliest probable temporal boundaries of an LLM's training data by evaluating its knowledge of recent events. We then apply this benchmark to evaluate a large set of LLMs, including models with both explicitly declared and undeclared training cutoffs. The reliability of the benchmark is assessed by manual validation and comparison with publicly released information about LLM pretraining.
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Bandit Quickest Changepoint Detection
Surveillance systems [HC11] are equipped with a suite of sensors that can be switched and steered to focus attention on any target or location over a physical landscape (see Figure 1) to detect abrupt changes at any location. On the other hand, sensor suites are resource limited, and only a limited subset, among all the locations, can be probed at any time.
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Bandit Quickest Changepoint Detection
Surveillance systems [HC11] are equipped with a suite of sensors that can be switched and steered to focus attention on any target or location over a physical landscape (see Figure 1) to detect abrupt changes at any location. On the other hand, sensor suites are resource limited, and only a limited subset, among all the locations, can be probed at any time.
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- Information Technology > Artificial Intelligence > Machine Learning > Neural Networks (0.98)