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In this paper, two tests, based on CUSUM of the residuals and least squares estimation, are studied to detect in real time a change-point in a nonlinear model. A first test statistic is proposed by extension of a method already used in the…

Statistics Theory · Mathematics 2013-02-28 Gabriela Ciuperca

We introduce a new approach for decoupling trends (drift) and changepoints (shifts) in time series. Our locally adaptive model-based approach for robustly decoupling combines Bayesian trend filtering and machine learning based…

Methodology · Statistics 2024-01-09 Haoxuan Wu , Toryn L. J. Schafer , Sean Ryan , David S. Matteson

We propose an inference method for detecting multiple change points in high-dimensional time series, targeting dense or spatially clustered signals. Our method aggregates moving sum (MOSUM) statistics cross-sectionally by an $\ell^2$-norm…

Statistics Theory · Mathematics 2023-07-06 Jiaqi Li , Likai Chen , Weining Wang , Wei Biao Wu

Large-scale sequential data is often exposed to some degree of inhomogeneity in the form of sudden changes in the parameters of the data-generating process. We consider the problem of detecting such structural changes in a high-dimensional…

Methodology · Statistics 2016-01-15 Florencia Leonardi , Peter Bühlmann

We consider the joint estimation of change point locations and the sparsity pattern of the variance covariance matrix, which is assumed to evolve in a piecewise constant manner. By applying Group Fused LASSO and LASSO penalties to the…

Methodology · Statistics 2026-05-14 Ying Lin , Benjamin Poignard

A change point problem occurs in many statistical applications. If there exist change points in a model, it is harmful to make a statistical analysis without any consideration of the existence of the change points and the results derived…

Methodology · Statistics 2011-01-24 Xiaoping Shi , Yuehua Wu , Baisuo Jin

A central task in the analysis of human movement behavior is to determine systematic patterns and differences across experimental conditions, participants and repetitions. This is possible because human movement is highly regular, being…

Applications · Statistics 2023-01-23 Lars Lau Raket , Britta Grimme , Gregor Schöner , Christian Igel , Bo Markussen

We present a review of some recent results on estimation of location parameter for several models of observations with cusp-type singularity at the change point. We suppose that the cusp-type models fit better to the real phenomena…

Statistics Theory · Mathematics 2017-11-13 S. Dachian , N. Kordzakhia , Yu. A. Kutoyants , A. Novikov

We propose a novel family of test statistics to detect the presence of changepoints in a sequence of dependent, possibly multivariate, functional-valued observations. Our approach allows to test for a very general class of changepoints,…

Methodology · Statistics 2023-10-10 B. Cooper Boniece , Lajos Horváth , Lorenzo Trapani

Change point analyses are concerned with identifying positions of an ordered stochastic process that undergo abrupt local changes of some underlying distribution. When multiple processes are observed, it is often the case that information…

Methodology · Statistics 2022-01-21 José J. Quinlan , Garritt L. Page , Luis M. Castro

Many biological processes are supported by special molecules, called motor proteins or molecular motors, that transport cellular cargoes along linear protein filaments and can reversibly associate to their tracks. Stimulated by these…

Statistical Mechanics · Physics 2021-11-17 Akriti Jindal , Anatoly B. Kolomeisky , Arvind Kumar Gupta

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

The combination of protrusions and retractions in the movement of polarized cells leads to understand the effect of possible synchronisation between the two ends of the cells. This synchronisation, in turn, could lead to different dynamics…

Cell Behavior · Quantitative Biology 2021-09-21 Gissell Estrada-Rodriguez , Benoit Perthame

We investigate a model for spatial epidemics explicitly taking into account bi-directional movements between base and destination locations on individual mobility networks. We provide a systematic analysis of generic dynamical features of…

Physics and Society · Physics 2012-03-07 Vitaly Belik , Theo Geisel , Dirk Brockmann

Motile biological cells in tissue often display the phenomenon of durotaxis, i.e. they tend to move towards stiffer parts of substrate tissue. The mechanism for this behavior is not completely understood. We consider simplified models for…

Biological Physics · Physics 2019-01-03 Charles R. Doering , Xiaoming Mao , Leonard M. Sander

Recent advances in local models for point processes have highlighted the need for flexible methodologies to account for the spatial heterogeneity of external covariates influencing process intensity. In this work, we introduce tessellated…

Methodology · Statistics 2025-04-11 Nicoletta D'Angelo

In the present paper we address the real-time detection problem of a change-point in the coefficients of a linear model with the possibility that the model errors are asymmetrical and that the explanatory variables number is large. We build…

Methodology · Statistics 2020-07-31 Gabriela Ciuperca

The human ability to detect and segment moving objects works in the presence of multiple objects, complex background geometry, motion of the observer, and even camouflage. In addition to all of this, the ability to detect motion is nearly…

Computer Vision and Pattern Recognition · Computer Science 2016-04-04 Pia Bideau , Erik Learned-Miller

We consider the problem of change-point estimation of the instantaneous phase of an observed time series. Such change points, or phase shifts, can be markers of information transfer in complex systems; their analysis occurring in geology,…

Applications · Statistics 2014-01-17 William Marshall , Paul Marriott

We focus in this paper in the estimation of a target trajectory defined by whether a time constant parameter in a simple stochastic process or a random walk with binary observations. The binary observation comes from binary derivative…

Information Theory · Computer Science 2012-04-25 Adrien Ickowicz