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Related papers: Epidemic change-point detection in general causal …

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Consider a heterogeneous data stream being generated by the nodes of a graph. The data stream is in essence composed by multiple streams, possibly of different nature that depends on each node. At a given moment $\tau$, a change-point…

Machine Learning · Statistics 2021-10-22 Alejandro de la Concha , Argyris Kalogeratos , Nicolas Vayatis

This paper examines the asymptotic inference for AR(1) models with a possible structural break in the AR parameter $\beta $ near the unity at an unknown time $k_{0}$. Consider the model $y_{t}=\beta_{1}y_{t-1}I\{t\leq k_{0}\}+\beta…

Statistics Theory · Mathematics 2013-06-07 Pang Tianxiao , Zhang Danna , Chong Terence Tai-Leung

Drug resistance and strong contacts actually play crucial roles in epidemic spread in complex systems. Nevertheless, neither theoretical model or methodology is proposed to address this. We thus consider an edge-based epidemic spread model…

Physics and Society · Physics 2017-09-13 Peng-Bi Cui , Lei Gao , Wei Wang

We consider the problem of estimating a smooth functional of an unknown signal with discontinuity from Gaussian observations. The signal is a known function that depends on an unknown parameter. This problem is closely related to the famous…

Statistics Theory · Mathematics 2011-12-19 Farida Enikeeva

This article introduces epidemia, an R package for Bayesian, regression-oriented modeling of infectious diseases. The implemented models define a likelihood for all observed data while also explicitly modeling transmission dynamics: an…

We consider the problem of detecting abrupt changes (i.e., large jump discontinuities) in the rate function of a point process. The rate function is assumed to be fully unknown, non-stationary, and may itself be a random process that…

Statistics Theory · Mathematics 2025-01-16 Anna Brandenberger , Elchanan Mossel , Anirudh Sridhar

We investigate the significance of change-points within fully nonparametric regression contexts, with a particular focus on panel data where data generation processes vary across units, and error terms may display complex dependency…

Econometrics · Economics 2025-01-07 Likai Chen , Georg Keilbar , Liangjun Su , Weining Wang

Within epidemiological modeling, the majority of analyses assume a single epidemic process for generating ground-truth data. However, this assumed data generation process can be unrealistic, since data sources for epidemics are often…

Artificial Intelligence · Computer Science 2021-06-22 Anna L. Trella , Peniel N. Argaw , Michelle M. Li , James A. Hay

For a bivariate time series $((X_i,Y_i))_{i=1,...,n}$ we want to detect whether the correlation between $X_i$ and $Y_i$ stays constant for all $i = 1,...,n$. We propose a nonparametric change-point test statistic based on Kendall's tau and…

Statistics Theory · Mathematics 2022-04-12 Herold Dehling , Daniel Vogel , Martin Wendler , Dominik Wied

We address causal estimation in semi-competing risks settings, where a non-terminal event may be precluded by one or more terminal events. We define a principal-stratification causal estimand for treatment effects on the non-terminal event,…

Methodology · Statistics 2025-06-27 Karina Gelis-Cadena , Michael Daniels , Juned Siddique

We address the sequential change-point detection problem for the Gaussian model where baseline distribution is Gaussian with variance \sigma^2 and mean \mu such that \sigma^2=a\mu, where a>0 is a known constant; the change is in \mu from…

Statistics Theory · Mathematics 2012-03-06 Aleksey S. Polunchenko , Alexander G. Tartakovsky , Nitis Mukhopadhyay

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

We consider random graphs with uniformly bounded edges on a Poisson point process conditioned to contain the origin. In particular we focus on the random connection model, the Boolean model and Miller-Abrahams random resistor network with…

Probability · Mathematics 2018-10-10 Alessandra Faggionato , Hlafo Alfie Mimun

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…

Statistics Theory · Mathematics 2024-10-01 Ramkrishna Jyoti Samanta

In this paper we introduce a statistical inference framework for estimating the contagion source from a partially observed contagion spreading process on an arbitrary network structure. The framework is based on a maximum likelihood…

Social and Information Networks · Computer Science 2015-03-12 Nino Antulov-Fantulin , Alen Lancic , Hrvoje Stefancic , Mile Sikic , Tomislav Smuc

Bayesian On-line Changepoint Detection is extended to on-line model selection and non-stationary spatio-temporal processes. We propose spatially structured Vector Autoregressions (VARs) for modelling the process between changepoints (CPs)…

Machine Learning · Statistics 2018-06-07 Jeremias Knoblauch , Theodoros Damoulas

We study the random acceleration model, which is perhaps one of the simplest, yet nontrivial, non-Markov stochastic processes, and is key to many applications. For this non-Markov process, we present exact analytical results for the…

Statistical Mechanics · Physics 2019-09-04 Satya N. Majumdar , Alberto Rosso , Andrea Zoia

Large volume of networked streaming event data are becoming increasingly available in a wide variety of applications, such as social network analysis, Internet traffic monitoring and healthcare analytics. Streaming event data are discrete…

Machine Learning · Computer Science 2016-09-20 Shuang Li , Yao Xie , Mehrdad Farajtabar , Apurv Verma , Le Song

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…

Social and Information Networks · Computer Science 2015-08-03 Mohammad Reza Sanatkar , Warren N. White , Balasubramaniam Natarajan , Caterina Scoglio , Karren A. Garrett

Research in epidemiology often focusses on designing interventions that result in the number of infected individuals asymptotically approaching zero, without considering that this number may peak at high values during transients. Recent…

Optimization and Control · Mathematics 2020-03-24 Willem Esterhuizen , Tim Aschenbruck , Jean Lévine , Stefan Streif