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The problem of detecting change points in the parameters of a linear regression model with errors and covariates exhibiting heteroscedasticity is considered. Asymptotic results for weighted functionals of the cumulative sum (CUSUM)…

Econometrics · Economics 2025-10-28 Lajos Horvath , Gregory Rice , Yuqian Zhao

This paper introduces an algorithm for the detection of change-points and the identification of the corresponding subsequences in transient multivariate time-series data (MTSD). The analysis of such data has become more and more important…

Signal Processing · Electrical Eng. & Systems 2023-04-05 Jonas Köhne , Lars Henning , Clemens Gühmann

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

Very long and noisy sequence data arise from biological sciences to social science including high throughput data in genomics and stock prices in econometrics. Often such data are collected in order to identify and understand shifts in…

Methodology · Statistics 2016-07-15 Yue S. Niu , Ning Hao , Heping Zhang

Air pollution in cities, especially NO\textsubscript{2}, is linked to numerous health problems, ranging from mortality to mental health challenges and attention deficits in children. While cities globally have initiated policies to curtail…

Machine Learning · Computer Science 2025-01-03 Mohamed R. Ibrahim , Terry Lyons

Real-time air pollution monitoring is a valuable tool for public health and environmental surveillance. In recent years, there has been a dramatic increase in air pollution forecasting and monitoring research using artificial neural…

Machine Learning · Computer Science 2022-11-11 Chen Lin , Safoora Yousefi , Elvis Kahoro , Payam Karisani , Donghai Liang , Jeremy Sarnat , Eugene Agichtein

Change point detection becomes more and more important as datasets increase in size, where unsupervised detection algorithms can help users process data. To detect change points, a number of unsupervised algorithms have been developed which…

Numerical Analysis · Mathematics 2021-06-18 Rebecca Gedda , Larisa Beilina , Ruomu Tan

Given a sample from a discretely observed compound Poisson process, we consider non-parametric estimation of the density $f_0$ of its jump sizes, as well as of its intensity $\lambda_0.$ We take a Bayesian approach to the problem and…

Statistics Theory · Mathematics 2023-02-27 Shota Gugushvili , Frank van der Meulen , Peter Spreij

A method is developed for estimating the emission rates of contaminants into the atmosphere from multiple point sources using measurements of particulate material deposited at ground level. The approach is based on a Gaussian plume type…

Atmospheric and Oceanic Physics · Physics 2010-06-11 Enkeleida Lushi , John M. Stockie

We introduce a novel Bayesian method that can detect multiple structural breaks in the mean and variance of a length $T$ time-series. Our method quantifies uncertainty by returning $\alpha$-level credible sets around the estimated locations…

Methodology · Statistics 2025-07-14 Davis Berlind , Lorenzo Cappello , Oscar Hernan Madrid Padilla

Estimation of the long-term health effects of air pollution is a challenging task, especially when modelling small-area disease incidence data in an ecological study design. The challenge comes from the unobserved underlying spatial…

Methodology · Statistics 2013-05-24 Duncan Lee , Alastair Rushworth , Sujit K. Sahu

Mexico City tracks ground-level ozone levels to assess compliance with national ambient air quality standards and to prevent environmental health emergencies. Ozone levels show distinct daily patterns, within the city, and over the course…

Applications · Statistics 2019-04-29 Philip A. White , Emilio Porcu

Analyzing air pollution data is challenging as there are various analysis focuses from different aspects: feature (what), space (where), and time (when). As in most geospatial analysis problems, besides high-dimensional features, the…

Machine Learning · Computer Science 2022-02-14 Yun-Hsin Kuo , Takanori Fujiwara , Charles C. -K. Chou , Chun-houh Chen , Kwan-Liu Ma

This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…

Methodology · Statistics 2023-10-09 Zifeng Zhao , Ting Fung Ma , Wai Leong Ng , Chun Yip Yau

In this paper, a useful reinterpretation of the city as a porous medium justifies the application of well-known models on fluid dynamics to develop a multi-model study of urban air pollution due to traffic flow in a large city. Thus, to…

Numerical Analysis · Mathematics 2025-02-21 N. Garcia-Chan , L. J. Alvarez-Vazquez , A. Martinez , M. E. Vazquez-Mendez

We establish the convergence rates and asymptotic distributions of the common break change-point estimators, obtained by least squares and maximum likelihood in panel data models and compare their asymptotic variances. Our model assumptions…

Statistics Theory · Mathematics 2017-08-22 Monika Bhattacharjee , Moulinath Banerjee , George Michailidis

Diverse complex dynamical systems are known to exhibit abrupt regime shifts at bifurcation points of the saddle-node type. The dynamics of most of these systems, however, have a stochastic component resulting in noise driven regime shifts…

Statistical Mechanics · Physics 2013-10-29 Sayantari Ghosh , Amit Kumar Pal , Indrani Bose

Using the measurements collected at a number of known locations by a moving binary sensor, characterised by an unknown threshold, the problem is to estimate the parameters of a biochemical source, continuously releasing material into the…

Applications · Statistics 2016-08-24 Branko Ristic , Ajith Gunatilaka , Ralph Gailis

The COVID-19 related lockdown measures offer a unique opportunity to understand how changes in economic activity and traffic affect ambient air quality and how much pollution reduction potential can the society offer through digitalization…

Machine Learning · Computer Science 2021-03-29 Johanna Einsiedler , Yun Cheng , Franz Papst , Olga Saukh

Atmospheric Carbon Monoxide (CO) provides a window on the chemistry of the atmosphere since it is one of few chemical constituents that can be remotely sensed, and it can be used to determine budgets of other greenhouse gases such as ozone…

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