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We propose a two-stage approach Spec PC-CP to identify change points in multivariate time series. In the first stage, we obtain a low-dimensional summary of the high-dimensional time series by Spectral Principal Component Analysis…

Applications · Statistics 2021-01-13 Shuhao Jiao , Tong Shen , Zhaoxia Yu , Hernando Ombao

We present a new statistical method to analyze multichannel steady-state local field potentials (LFP) recorded within different sensory cortices of different rodent species. Our spatiotemporal multi-dimensional cluster statistics (MCS)…

Quantitative Methods · Quantitative Biology 2016-11-24 Patrick Krauss , Claus Metzner , Achim Schilling , Konstantin Tziridis , Maximilian Traxdorf , Holger Schulze

Previous studies on two-timescale stochastic approximation (SA) mainly focused on bounding mean-squared errors under diminishing stepsize schemes. In this work, we investigate {\it constant} stpesize schemes through the lens of Markov…

Systems and Control · Electrical Eng. & Systems 2025-02-25 Jeongyeol Kwon , Luke Dotson , Yudong Chen , Qiaomin Xie

The mixing behaviour of random walks on lattice points of polytopes using Markov bases is examined. It is shown that under a dilation of the underlying polytope, these random walks do not mix rapidly when a fixed Markov basis is used. We…

Combinatorics · Mathematics 2016-08-23 Tobias Windisch

We propose an unsupervised approach for linking records across arbitrarily many files, while simultaneously detecting duplicate records within files. Our key innovation involves the representation of the pattern of links between records as…

Methodology · Statistics 2015-11-03 Rebecca C. Steorts , Rob Hall , Stephen E. Fienberg

We are interested in the problem of classifying Multivariate Hawkes Processes (MHP) paths coming from several classes. MHP form a versatile family of point processes that models interactions between connected individuals within a network.…

Statistics Theory · Mathematics 2026-03-24 Charlotte Dion-Blanc , Christophe Denis , Laure Sansonnet , Romain Edmond Lacoste

The study of mouse social behaviours has been increasingly undertaken in neuroscience research. However, automated quantification of mouse behaviours from the videos of interacting mice is still a challenging problem, where object tracking…

Computer Vision and Pattern Recognition · Computer Science 2022-03-28 Zheheng Jiang , Zhihua Liu , Long Chen , Lei Tong , Xiangrong Zhang , Xiangyuan Lan , Danny Crookes , Ming-Hsuan Yang , Huiyu Zhou

Probabilistic Boolean networks (PBNs) is a well-established computational framework for modelling biological systems. The steady-state dynamics of PBNs is of crucial importance in the study of such systems. However, for large PBNs, which…

Computational Engineering, Finance, and Science · Computer Science 2016-10-26 Andrzej Mizera , Jun Pang , Qixia Yuan

Stochastic sampling based trackers have shown good performance for abrupt motion tracking so that they have gained popularity in recent years. However, conventional methods tend to use a two-stage sampling paradigm, in which the search…

Computer Vision and Pattern Recognition · Computer Science 2015-03-11 Tianfei Zhou , Yao Lu , Feng Lv , Huijun Di , Qingjie Zhao , Jian Zhang

We study a diagnostic strategy which is based on the anticipation of the diagnostic process by simulation of the dynamical process starting from the initial findings. We show that such a strategy could result in more accurate diagnoses…

Biological Physics · Physics 2018-04-04 Alireza Mashaghi , Abolfazl Ramezanpour

We study the problem of detecting a random walk on a graph from a sequence of noisy measurements at every node. There are two hypotheses: either every observation is just meaningless zero-mean Gaussian noise, or at each time step exactly…

Information Theory · Computer Science 2015-04-29 Ameya Agaskar , Yue M. Lu

A variety of experimental techniques have improved the 2D and 3D spatial resolution that can be extracted from \emph{in vivo} single-molecule measurements. This enables researchers to quantitatively infer the magnitude and directionality of…

Quantitative Methods · Quantitative Biology 2015-06-18 Christopher P. Calderon , Lucien E. Weiss , W. E. Moerner

We study the kinetics for the search of an immobile target by randomly moving searchers that detect it only upon encounter. The searchers perform intermittent random walks on a one-dimensional lattice. Each searcher can step on a nearest…

Statistical Mechanics · Physics 2015-05-14 Gleb Oshanin , Katja Lindenberg , Horacio S Wio , Sergei Burlatsky

In this paper, we propose a time-series stochastic model based on a scale mixture distribution with Markov transitions to detect epileptic seizures in electroencephalography (EEG). In the proposed model, an EEG signal at each time point is…

Signal Processing · Electrical Eng. & Systems 2021-11-15 Akira Furui , Tomoyuki Akiyama , Toshio Tsuji

This paper provides a new path method that can be used to determine when an ergodic continuous-time Markov chain on $\mathbb Z^d$ converges exponentially fast to its stationary distribution in $L^2$. Specifically, we provide general…

Probability · Mathematics 2023-10-02 David F. Anderson , Daniele Cappelletti , Wai-Tong Louis Fan , Jinsu Kim

The aetiology of polygenic obesity is multifactorial, which indicates that life-style and environmental factors may influence multiples genes to aggravate this disorder. Several low-risk single nucleotide polymorphisms (SNPs) have been…

Genomics · Quantitative Biology 2018-08-27 Casimiro A. Curbelo Montañez , Paul Fergus , Carl Chalmers , Jade Hind

There is increasing interest in identifying changes in the underlying states of brain networks. The availability of large scale neuroimaging data creates a strong need to develop fast, scalable methods for detecting and localizing in time…

Methodology · Statistics 2022-01-11 Peiliang Bai , Abolfazl Safikhani , George Michailidis

We present two new methods for estimating the order (memory depth) of a finite alphabet Markov chain from observation of a sample path. One method is based on entropy estimation via recurrence times of patterns, and the other relies on a…

Statistics Theory · Mathematics 2007-06-13 Yuval Peres , Paul Shields

We consider the analysis of sets of categorical sequences consisting of piecewise homogeneous Markov segments. The sequences are assumed to be governed by a common underlying process with segments occurring in the same order for each…

Methodology · Statistics 2015-04-08 Petter Arnesen , Tracy Holsclaw , Padhraic Smyth

Detecting genomic footprints of selection is an important step in the understanding of evolution. Accounting for linkage disequilibrium in genome scans allows increasing the detection power, but haplotype-based methods require individual…