Score-Based Change-Point Detection and Region Localization for Spatio-Temporal Point Processes
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Abstract (arXiv)
We study sequential change-point detection for spatio-temporal point processes, where actionable detection requires not only identifying when a distributional change occurs but also localizing where it manifests in space. While classical quickest change detection methods provide strong guarantees on detection delay and false-alarm rates, existing approaches for point-process data predominantly focus on temporal changes and do not explicitly infer affected spatial regions. We propose a likelihood-free, score-based detection framework that jointly estimates the change time and the change region in continuous space-time without assuming parametric knowledge of the pre- or post-change dynamics. The method leverages a localized and conditionally weighted Hyv"arinen score to quantify event-level deviations from nominal behavior and aggregates these scores using a spatio-temporal CUSUM-type statistic over a prescribed class of spatial regions. Operating sequentially, the procedure outputs both a stopping time and an estimated change region, enabling real-time detection with spatial interpretability. We establish theoretical guarantees on false-alarm control, detection delay, and spatial localization accuracy, and demonstrate the effectiveness of the proposed approach through simulations and real-world spatio-temporal event data.
Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). Builds on 25 of its 73 references that are in the map. First posted on arXiv 4 Feb 2026.
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25 of 73 references.
References · 25
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13 more
- 2023SMURF-THP: Score Matching-based UnceRtainty quantiFication for Transformer Hawkes Processcited by 7
- 2022Spatio-Temporal Wildfire Prediction using Multi-Modal Datacited by 6
- 2023Quickest Change Detection for Unnormalized Statistical Modelscited by 6
- 2024Is Score Matching Suitable for Estimating Point Processes?cited by 5
- 2018Sequential change-point detection in high-dimensional Gaussian graphical modelscited by 4
- 2019Asynchronous Multi-Sensor Change-Point Detection for Seismic Tremorscited by 3
- 2022Online Detection Of Supply Chain Network Disruptions Using Sequential Change-Point Detection for Hawkes Processescited by 3
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- 2024Robust Score-Based Quickest Change Detectioncited by 2
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- 2014Scanning a Poisson Random Field for Local Signalscited by 1
- 2025Conditional Score Learning for Quickest Change Detection in Markov Transition Kernelscited by 1
- 2025Score-Based Quickest Change Detection and Fault Identification for Multi-Stream Signalscited by 1
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