# Change Point Detection in the Frequency Domain with Statistical Reliability

arXiv: https://arxiv.org/abs/2502.03062 · HTML: https://mlsanity.com/paper/2502.03062/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 28 of its 61 references that are in the map.
- First posted on arXiv 5 Feb 2025.

## Builds on (most cited first, 28 of 28)

- [Exact post-selection inference, with application to the lasso](https://mlsanity.com/paper/1311.6238/) (2013)
- [Exact Post-Selection Inference for Sequential Regression Procedures](https://mlsanity.com/paper/1401.3889/) (2014)
- [Selective Inference for Hierarchical Clustering](https://mlsanity.com/paper/2012.02936/) (2020)
- [Scan B-Statistic for Kernel Change-Point Detection](https://mlsanity.com/paper/1507.01279/) (2015)
- [Valid Inference Corrected for Outlier Removal](https://mlsanity.com/paper/1711.10635/) (2017)
- [Testing for a Change in Mean After Changepoint Detection](https://mlsanity.com/paper/1910.04291/) (2019)
- [Computing Valid p-value for Optimal Changepoint by Selective Inference using Dynamic Programming](https://mlsanity.com/paper/2002.09132/) (2020)
- [More Powerful Conditional Selective Inference for Generalized Lasso by Parametric Programming](https://mlsanity.com/paper/2105.04920/) (2021)
- [Computing Valid p-values for Image Segmentation by Selective Inference](https://mlsanity.com/paper/1906.00629/) (2019)
- [More powerful post-selection inference, with application to the Lasso](https://mlsanity.com/paper/1801.09037/) (2018)
- [Selective inference for k-means clustering](https://mlsanity.com/paper/2203.15267/) (2022)
- [Quantifying Statistical Significance of Neural Network-based Image Segmentation by Selective Inference](https://mlsanity.com/paper/2010.01823/) (2020)
- [Post-Selection Inference for Changepoint Detection Algorithms with Application to Copy Number Variation Data](https://mlsanity.com/paper/1812.03644/) (2018)
- [Selective Sequential Model Selection](https://mlsanity.com/paper/1512.02565/) (2015)
- [Valid P-Value for Deep Learning-Driven Salient Region](https://mlsanity.com/paper/2301.02437/) (2023)
- [Conditional Selective Inference for Robust Regression and Outlier Detection using Piecewise-Linear Homotopy Continuation](https://mlsanity.com/paper/2104.10840/) (2021)
- [On Optimal Multiple Changepoint Algorithms for Large Data](https://mlsanity.com/paper/1409.1842/) (2014)
- [Tree-Values: selective inference for regression trees](https://mlsanity.com/paper/2106.07816/) (2021)
- [Multiscale Change-Point Inference](https://mlsanity.com/paper/1301.7212/) (2013)
- [Exact Post Model Selection Inference for Marginal Screening](https://mlsanity.com/paper/1402.5596/) (2014)
- [Selective Inference for Change Point Detection in Multi-dimensional Sequences](https://mlsanity.com/paper/1706.00514/) (2017)
- [Valid and Exact Statistical Inference for Multi-dimensional Multiple Change-Points by Selective Inference](https://mlsanity.com/paper/2110.08989/) (2021)
- [CAD-DA: Controllable Anomaly Detection after Domain Adaptation by Statistical Inference](https://mlsanity.com/paper/2310.14608/) (2023)
- [Selective inference in regression models with groups of variables](https://mlsanity.com/paper/1511.01478/) (2015)
- [Real-time financial surveillance via quickest change-point detection methods](https://mlsanity.com/paper/1509.01570/) (2015)
- [Selective Inference for Changepoint detection by Recurrent Neural Network](https://mlsanity.com/paper/2311.14964/) (2023)
- [Selective Inference for Latent Block Models](https://mlsanity.com/paper/2005.13273/) (2020)
- [Post-selection inference for quantifying uncertainty in changes in variance](https://mlsanity.com/paper/2405.15670/) (2024)

## Built on by (most cited first, 2 of 2)

- [Spot the Fake: Large Multimodal Model-Based Synthetic Image Detection with Artifact Explanation](https://mlsanity.com/paper/2503.14905/) (2025)
- [Quantifying Statistical Significance of Deep Nearest Neighbor Anomaly Detection via Selective Inference](https://mlsanity.com/paper/2502.12978/) (2025)

## Abstract (arXiv)

Effective condition monitoring in complex systems requires identifying change points (CPs) in the frequency domain, as the structural changes often arise across multiple frequencies. This paper extends recent advancements in statistically significant CP detection, based on Selective Inference (SI), to the frequency domain. The proposed SI method quantifies the statistical significance of detected CPs in the frequency domain using p-values, ensuring that the detected changes reflect genuine structural shifts in the target system. We address two major technical challenges to achieve this. First, we extend the existing SI framework to the frequency domain by appropriately utilizing the properties of discrete Fourier transform (DFT). Second, we develop an SI method that provides valid p-values for CPs where changes occur across multiple frequencies. Experimental results demonstrate that the proposed method reliably identifies genuine CPs with strong statistical guarantees, enabling more accurate root-cause analysis in the frequency domain of complex systems.
