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Changepoint detection methods are used in many areas of science and engineering, e.g., in the analysis of copy number variation data, to detect abnormalities in copy numbers along the genome. Despite the broad array of available tools,…

Methodology · Statistics 2018-12-11 Sangwon Hyun , Kevin Lin , Max G'Sell , Ryan J. Tibshirani

An unbinned statistical test on cluster-like deviations from Poisson processes for point process data is introduced, presented in the context of time variability analysis of astrophysical sources in count rate experiments. The measure of…

Astrophysics · Physics 2007-05-23 Juergen Prahl

A simultaneous change-point detection and estimation in a piece-wise constant model is a common task in modern statistics. If, in addition, the whole estimation can be performed automatically, in just one single step without going through…

Statistics Theory · Mathematics 2019-01-16 Gabriela Ciuperca , Matúš Maciak

We study the problem of detecting change points (CPs) that are characterized by a subset of dimensions in a multi-dimensional sequence. A method for detecting those CPs can be formulated as a two-stage method: one for selecting relevant…

Machine Learning · Statistics 2018-03-05 Yuta Umezu , Ichiro Takeuchi

This paper investigates change-point of variance in panel data models with time series of $\alpha$-mixing. Based on the cumulative sum (CUSUM) method and the individual differences, we construct a CUSUM test for panel data models to detect…

Methodology · Statistics 2026-03-16 Wenzhi Yang , Yueting Xu , Xiaoping Shi , Qiong Li

We introduce a new approach, called Isolate-Detect (ID), for the consistent estimation of the number and location of multiple generalized change-points in noisy data sequences. Examples of signal changes that ID can deal with are changes in…

Methodology · Statistics 2021-06-02 Andreas Anastasiou , Piotr Fryzlewicz

In multiple change-point problems, different data segments often follow different distributions, for which the changes may occur in the mean, scale or the entire distribution from one segment to another. Without the need to know the number…

Statistics Theory · Mathematics 2014-05-29 Changliang Zou , Guosheng Yin , Long Feng , Zhaojun Wang

Change-point analysis is a flexible and computationally tractable tool for the analysis of times series data from systems that transition between discrete states and whose observables are corrupted by noise. The change-point algorithm is…

Data Analysis, Statistics and Probability · Physics 2015-05-22 Paul A. Wiggins , Colin H. LaMont

We consider the detection and localization of change points in the distribution of an offline sequence of observations. Based on a nonparametric framework that uses a similarity graph among observations, we propose new test statistics when…

Methodology · Statistics 2021-03-05 Lizhen Nie , Dan L. Nicolae

Interactions among people or objects are often dynamic in nature and can be represented as a sequence of networks, each providing a snapshot of the interactions over a brief period of time. An important task in analyzing such evolving…

Social and Information Networks · Computer Science 2016-06-17 Leto Peel , Aaron Clauset

Detecting and locating changes in highly multivariate data is a major concern in several current statistical applications. In this context, the first contribution of the paper is a novel non-parametric two-sample homogeneity test for…

Statistics Theory · Mathematics 2012-02-13 Alexandre Lung-Yut-Fong , Céline Lévy-Leduc , Olivier Cappé

Focusing on polygenic signal detection in high dimensional genetic association studies of complex traits, we develop an adaptive test for generalized linear models to accommodate different alternatives. To facilitate valid post-selection…

Methodology · Statistics 2021-04-09 Yanyan Zhao , Lei Sun

A change points detection aims to catch an abrupt disorder in data distribution. Common approaches assume that there are only two fixed distributions for data: one before and another after a change point. Real-world data are richer than…

Machine Learning · Computer Science 2022-04-18 Alexander Stepikin , Evgenia Romanenkova , Alexey Zaytsev

Bi-clustering is a useful approach in analyzing biological data when observations come from heterogeneous groups and have a large number of features. We outline a general Bayesian approach in tackling bi-clustering problems in moderate to…

Applications · Statistics 2021-02-11 Han Yan , Jiexing Wu , Yang Li , Jun S. Liu

In this paper, we study the problem of multiple change-point detection for a univariate sequence under the epidemic setting, where the behavior of the sequence alternates between a common normal state and different epidemic states. This is…

Methodology · Statistics 2021-01-07 Zifeng Zhao , Chun Yip Yau

This paper proposes a moving sum methodology for detecting multiple change points in high-dimensional time series under a factor model, where changes are attributed to those in loadings as well as emergence or disappearance of factors. We…

Methodology · Statistics 2025-07-24 Matteo Barigozzi , Haeran Cho , Lorenzo Trapani

Clustering algorithms are one of the main analytical methods to detect patterns in unlabeled data. Existing clustering methods typically treat samples in a dataset as points in a metric space and compute distances to group together similar…

Machine Learning · Computer Science 2021-10-12 Tarek Naous , Srinjay Sarkar , Abubakar Abid , James Zou

We propose a new multiple change-point detection framework for multivariate and non-Euclidean data. First, we combine graph-based statistics with wild binary segmentation or seeded binary segmentation to search for a pool of candidate…

Methodology · Statistics 2021-10-05 Yuxuan Zhang , Hao Chen

Motivation: Array Comparative Genomic Hybridization (aCGH) is used to scan the entire genome for variations in DNA copy number. A central task in the analysis of aCGH data is the segmentation into groups of probes sharing the same DNA copy…

Quantitative Methods · Quantitative Biology 2008-04-29 Erez Ben-Yaacov , Yonina Eldar

In this work we present a clustering technique called \textit{multi-level conformal clustering (MLCC)}. The technique is hierarchical in nature because it can be performed at multiple significance levels which yields greater insight into…

Machine Learning · Statistics 2020-06-25 Ilia Nouretdinov , James Gammerman , Matteo Fontana , Daljit Rehal