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Existing methods for high-dimensional changepoint detection and localization typically focus on changes in either the mean vector or the covariance matrix separately. This separation reduces detection power and localization accuracy when…

Statistics Theory · Mathematics 2025-08-28 Junfeng Cui , Guangming Pan , Guanghui Wang , Changliang Zou

The aim of change-point detection is to identify behavioral shifts within time series data. This article focuses on scenarios where the data is derived from an inhomogeneous Poisson process or a marked Poisson process. We present a…

Methodology · Statistics 2024-11-07 C. Dion-Blanc , D. Hawat , E. Lebarbier , S. Robin

We investigate the large-sample behavior of change-point tests based on weighted two-sample U-statistics, in the case of short-range dependent data. Under some mild mixing conditions, we establish convergence of the test statistic to an…

Statistics Theory · Mathematics 2023-04-04 Herold Dehling , Kata Vuk , Martin Wendler

This paper presents and analyzes an approach to cluster-based inference for dependent data. The primary setting considered here is with spatially indexed data in which the dependence structure of observed random variables is characterized…

Statistics Theory · Mathematics 2022-11-16 Jianfei Cao , Christian Hansen , Damian Kozbur , Lucciano Villacorta

Network models provide a powerful and flexible framework for analyzing a wide range of structured data sources. In many situations of interest, however, multiple networks can be constructed to capture different aspects of an underlying…

Social and Information Networks · Computer Science 2021-11-03 Madeline Navarro , Genevera I. Allen , Michael Weylandt

We introduce a new method for high-dimensional, online changepoint detection in settings where a $p$-variate Gaussian data stream may undergo a change in mean. The procedure works by performing likelihood ratio tests against simple…

Methodology · Statistics 2020-10-13 Yudong Chen , Tengyao Wang , Richard J. Samworth

In machine learning and data mining, Cluster analysis is one of the most widely used unsupervised learning technique. Philosophy of this algorithm is to find similar data items and group them together based on any distance function in…

Machine Learning · Statistics 2018-10-09 Kumarjit Pathak , Jitin Kapila

In high-dimensional time series, the component processes are often assembled into a matrix to display their interrelationship. We focus on detecting mean shifts with unknown change point locations in these matrix time series. Series that…

Methodology · Statistics 2024-07-16 Xinyu Zhang , Kung-Sik Chan

Data analysis often involves an iterative process, where solutions must be continuously refined in response to new data. Typically, as new data becomes available, an existing solution must be updated to incorporate the latest information.…

Data Structures and Algorithms · Computer Science 2025-12-18 Ameet Gadekar , Aristides Gionis , Thibault Marette

We present a new technique for visualizing high-dimensional data called cluster MDS (cl-MDS), which addresses a common difficulty of dimensionality reduction methods: preserving both local and global structures of the original sample in a…

Graphics · Computer Science 2024-05-27 Patricia Hernández-León , Miguel A. Caro

The objective of the change-point detection is to discover the abrupt property changes lying behind the time-series data. In this paper, we firstly summarize the definition and in-depth implication of the changepoint detection. The next…

Machine Learning · Statistics 2019-08-21 Yixiao Li , Gloria Lin , Thomas Lau , Ruochen Zeng

In this work, two new initialization methods for K-means clustering are proposed. Both proposals are based on applying a divide-and-conquer approach for the K-means|| type of an initialization strategy. The second proposal also utilizes…

Machine Learning · Computer Science 2020-07-24 Joonas Hämäläinen , Tommi Kärkkäinen , Tuomo Rossi

In cancer research, clustering techniques are widely used for exploratory analyses and dimensionality reduction, playing a critical role in the identification of novel cancer subtypes, often with direct implications for patient management.…

We address the problem of detecting changes in multivariate datastreams, and we investigate the intrinsic difficulty that change-detection methods have to face when the data dimension scales. In particular, we consider a general approach…

Machine Learning · Statistics 2017-12-04 Cesare Alippi , Giacomo Boracchi , Diego Carrera , Manuel Roveri

We consider the problem of estimating the location of a single change point in a dynamic stochastic block model. We propose two methods of estimating the change point, together with the model parameters. The first employs a least squares…

Statistics Theory · Mathematics 2020-05-21 Monika Bhattacharjee , Moulinath Banerjee , George Michailidis

This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…

Methodology · Statistics 2023-10-09 Zifeng Zhao , Ting Fung Ma , Wai Leong Ng , Chun Yip Yau

Multidimensional scaling is an important dimension reduction tool in statistics and machine learning. Yet few theoretical results characterizing its statistical performance exist, not to mention any in high dimensions. By considering a…

Methodology · Statistics 2022-03-30 Xiucai Ding , Qiang Sun

We address the problem of detection and estimation of one or two change-points in the mean of a series of random variables. We use the formalism of set estimation in regression: To each point of a design is attached a binary label that…

Statistics Theory · Mathematics 2018-09-07 Victor-Emmanuel Brunel

Change point detection algorithms have numerous applications in fields of scientific and economic importance. We consider the problem of change point detection on compositional multivariate data (each sample is a probability mass function),…

Applications · Statistics 2019-01-16 Prabuchandran K. J. , Nitin Singh , Pankaj Dayama , Vinayaka Pandit

We present a simple reduction from sequential estimation to sequential changepoint detection (SCD). In short, suppose we are interested in detecting changepoints in some parameter or functional $\theta$ of the underlying distribution. We…

Statistics Theory · Mathematics 2023-02-07 Shubhanshu Shekhar , Aaditya Ramdas