Related papers: Epidemic change-point detection in general integer…
We develop a stochastic epidemic model progressing over dynamic networks, where infection rates are heterogeneous and may vary with individual-level covariates. The joint dynamics are modeled as a continuous-time Markov chain such that…
In this paper, we analyze dynamic switching networks, wherein the networks switch arbitrarily among a set of topologies. For this class of dynamic networks, we derive an epidemic threshold, considering the SIS epidemic model. First, an…
A method for change point detection is proposed. We consider a univariate sequence of independent random variables with piecewise constant expectation and variance, apart from which the distribution may vary periodically. We aim to detect…
The ability to detect change-points in a dynamic network or a time series of graphs is an increasingly important task in many applications of the emerging discipline of graph signal processing. This paper formulates change-point detection…
Statistical techniques play a large role in the structural health monitoring of instrumented infrastructure, such as a railway bridge constructed with an integrated network of fibre optic sensors. One possible way to reason about the…
The epidemic threshold is probably the most studied quantity in the modelling of epidemics on networks. For a large class of networks and dynamics the epidemic threshold is well studied and understood. However, it is less so for clustered…
We propose a new class of sequential change point tests, both for changes in the mean parameter and in the overall distribution function. The methodology builds on a two-window inspection scheme (TWIN), which aggregates data into symmetric…
Testing for change points in sequences of covariance matrices is an important and equally challenging problem in statistical methodology with applications in various fields. Motivated by the observation that even in cases where the ratio…
The time variation of contacts in a networked system may fundamentally alter the properties of spreading processes and affect the condition for large-scale propagation, as encoded in the epidemic threshold. Despite the great interest in the…
For a partial structural change in a linear regression model with a single break, we develop a continuous record asymptotic framework to build inference methods for the break date. We have T observations with a sampling frequency h over a…
A change point detection procedure using the method of moment estimators is proposed. The test statistics is based on a suitable $Z$-process. The asymptotic behavior of this process is established under both the null and the alternative…
The static properties of the fundamental model for epidemics of diseases allowing immunity (susceptible-infected-removed model) are known to be derivable by an exact mapping to bond percolation. Yet when performing numerical simulations of…
Persistent entropy (PE) is an information-theoretic summary statistic of persistence barcodes that has been widely used to detect regime changes in complex systems. Despite its empirical success, a general theoretical understanding of when…
We investigate the online detection of changepoints in the distribution of a sequence of observations using degenerate U-statistic-type processes. We study weighted versions of: an ordinary, CUSUM-type scheme, a Page-CUSUM-type scheme, and…
A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…
We address the problem of searching for a change point in an anomalous process among a finite set of M processes. Specifically, we address a composite hypothesis model in which each process generates measurements following a common…
In a sequence of multivariate observations or non-Euclidean data objects, such as networks, local dependence is common and could lead to false change-point discoveries. We propose a new way of permutation -- circular block permutation with…
There is a wide literature on change point tests, but the case of variables with infinite variances is essentially unexplored. In this paper we address this problem by studying the asymptotic behavior of trimmed CUSUM statistics. We show…
Oftentimes in practice, the observed process changes statistical properties at an unknown point in time and the duration of a change is substantially finite, in which case one says that the change is intermittent or transient. We provide an…
This work delves into presenting a probabilistic method for analyzing linear process data with weakly dependent innovations, focusing on detecting change-points in the mean and estimating its spectral density. We develop a test for…