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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…

Methodology · Statistics 2022-10-14 Paul Fearnhead , Piotr Fryzlewicz

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…

Econometrics · Economics 2023-02-08 Andreas Hagemann

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…

Methodology · Statistics 2022-02-15 Soumita Modak

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…

Statistics Theory · Mathematics 2016-12-09 Tomasz Gorecki , Lajos Horvath , Piotr Kokoszka

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…

Methodology · Statistics 2016-02-08 Florian Pein , Hannes Sieling , Axel Munk

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…

Methodology · Statistics 2015-03-17 R. Killick , P. Fearnhead , I. A. Eckley

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…

Methodology · Statistics 2020-07-28 Jakob Raymaekers , Ruben H. Zamar

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…

Methodology · Statistics 2023-12-19 Hui Chen , Yinxu Jia , Guanghui Wang , Changliang Zou

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…

Methodology · Statistics 2025-11-25 Serim Han , Jingru Zhang , Hoseung Song

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…

Quantitative Methods · Quantitative Biology 2019-02-11 Anna Seigal , Mariano Beguerisse-Díaz , Birgit Schoeberl , Mario Niepel , Heather A. Harrington

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…

Machine Learning · Computer Science 2018-11-20 Amber Srivastava , Mayank Baranwal , Srinivasa Salapaka

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…

Disordered Systems and Neural Networks · Physics 2009-11-11 David Gfeller , Jean-Cédric Chappelier , Paolo De Los Rios

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…

Methodology · Statistics 2018-01-03 Yu-Hsiang Cheng , Tzee-Ming Huang , Su-Fen Yang

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…

Information Theory · Computer Science 2015-03-17 Ram Rajagopal , XuanLong Nguyen , Sinem Coleri Ergen , Pravin Varaiya

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…

Neurons and Cognition · Quantitative Biology 2017-05-09 Javier Rasero , Mario Pellicoro , Leonardo Angelini , Jesus M. Cortes , Daniele Marinazzo , Sebastiano Stramaglia

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…

Methodology · Statistics 2024-09-02 Soumita Modak

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.…

Methodology · Statistics 2021-05-13 Xiaodong Wang , Fushing Hsieh

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…

Statistics Theory · Mathematics 2023-11-30 Leonid Berlin , Andrey Galyaev , Pavel Lysenko

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…

Statistics Theory · Mathematics 2018-10-16 Xiao Fang , Jian Li , David Siegmund