Related papers: Testing and estimation of clustered signals
This chapter overviews some of the work on detecting and estimating the location of a single change. We first consider the most common change-point problem, namely that of detecting a change in mean, before looking at extensions to…
I introduce a simple permutation procedure to test conventional (non-sharp) hypotheses about the effect of a binary treatment in the presence of a finite number of large, heterogeneous clusters when the treatment effect is identified by…
A new clustering accuracy measure is proposed to determine the unknown number of clusters and to assess the quality of clustering of a data set given in any dimensional space. Our validity index applies the classical nonparametric…
Many time series exhibit changes both in level and in variability. Generally, it is more important to detect a change in the level, and changing or smoothly evolving variability can confound existing tests. This paper develops a framework…
We propose HSMUCE (heterogeneous simultaneous multiscale change-point estimator) for the detection of multiple change-points of the signal in a heterogeneous gaussian regression model. A piecewise constant function is estimated by…
We consider the problem of detecting multiple changepoints in large data sets. Our focus is on applications where the number of changepoints will increase as we collect more data: for example in genetics as we analyse larger regions of the…
We propose a new approach for scaling prior to cluster analysis based on the concept of pooled variance. Unlike available scaling procedures such as the standard deviation and the range, our proposed scale avoids dampening the beneficial…
Accurately detecting multiple change-points is critical for various applications, but determining the optimal number of change-points remains a challenge. Existing approaches based on information criteria attempt to balance goodness-of-fit…
Graph-based methods have shown particular strengths in change-point detection (CPD) tasks for high-dimensional nonparametric settings. However, existing CPD research has rarely addressed data with repeated measurements or local group…
We introduce a tensor-based clustering method to extract sparse, low-dimensional structure from high-dimensional, multi-indexed datasets. This framework is designed to enable detection of clusters of data in the presence of structural…
Typically clustering algorithms provide clustering solutions with prespecified number of clusters. The lack of a priori knowledge on the true number of underlying clusters in the dataset makes it important to have a metric to compare the…
An unsupervised classification method for point events occurring on a network of lines is proposed. The idea relies on the distributional flexibility and practicality of random partition models to discover the clustering structure featuring…
The problem of finding clusters in complex networks has been extensively studied by mathematicians, computer scientists and, more recently, by physicists. Many of the existing algorithms partition a network into clear clusters, without…
We consider the problem of clustering misaligned curves. According to our similarity measure, two curves are considered similar if they have the same shape after being aligned, and the warping function does not differ from the identity…
Single fault sequential change point problems have become important in modeling for various phenomena in large distributed systems, such as sensor networks. But such systems in many situations present multiple interacting faults. For…
A novel approach rooted on the notion of consensus clustering, a strategy developed for community detection in complex networks, is proposed to cope with the heterogeneity that characterizes connectivity matrices in health and disease. The…
A novel nonparametric clustering algorithm is proposed using the interpoint distances between the members of the data to reveal the inherent clustering structure existing in the given set of data, where we apply the classical nonparametric…
Without imposing prior distributional knowledge underlying multivariate time series of interest, we propose a nonparametric change-point detection approach to estimate the number of change points and their locations along the temporal axis.…
Three variants of the statistical complexity function, which is used as a criterion in the problem of detection of a useful signal in the signal-noise mixture, are considered. The probability distributions maximizing the considered variants…
To segment a sequence of independent random variables at an unknown number of change-points, we introduce new procedures that are based on thresholding the likelihood ratio statistic. We also study confidence regions based on the likelihood…