English
Related papers

Related papers: Generalised mixed effects models for changepoint a…

200 papers

While many methods are available to detect structural changes in a time series, few procedures are available to quantify the uncertainty of these estimates post-detection. In this work, we fill this gap by proposing a new framework to test…

Methodology · Statistics 2021-04-16 Sean Jewell , Paul Fearnhead , Daniela Witten

Analysis of multivariate healthcare time series data is inherently challenging: irregular sampling, noisy and missing values, and heterogeneous patient groups with different dynamics violating exchangeability. In addition, interpretability…

Machine Learning · Computer Science 2023-11-15 Onur Poyraz , Pekka Marttinen

Statistical methodology for the design and analysis of clinical Phase II dose response studies, with related software implementation, are well developed for the case of a normally distributed, homoscedastic response considered for a single…

Methodology · Statistics 2014-05-09 José Pinheiro , Björn Bornkamp , Ekkehard Glimm , Frank Bretz

The quality of generalized linear models (GLMs), frequently used by insurance companies, depends on the choice of interacting variables. The search for interactions is time-consuming, especially for data sets with a large number of…

Machine Learning · Statistics 2025-05-21 Yevhen Havrylenko , Julia Heger

We present a personalized and reliable prediction model for healthcare, which can provide individually tailored medical services such as diagnosis, disease treatment, and prevention. Our proposed framework targets at making personalized and…

Machine Learning · Statistics 2019-11-26 Ingyo Chung , Saehoon Kim , Juho Lee , Kwang Joon Kim , Sung Ju Hwang , Eunho Yang

Accurate segmentation of Multiple Sclerosis (MS) lesions in longitudinal MRI scans is crucial for monitoring disease progression and treatment efficacy. Although changes across time are taken into account when assessing images in clinical…

We present tidychangepoint, a new R package for changepoint detection analysis. Most R packages for segmenting univariate time series focus on providing one or two algorithms for changepoint detection that work with a small set of models…

Methodology · Statistics 2026-01-14 Benjamin S. Baumer , Biviana Marcela Suarez Sierra

Time series foundation models are pre-trained on large datasets and are able to achieve state-of-the-art performance in diverse tasks. However, to date, there has been limited work demonstrating how well these models perform in medical…

Machine Learning · Computer Science 2024-11-21 Mingzhu Liu , Angela H. Chen , George H. Chen

Despite the versatility of generalized linear mixed models in handling complex experimental designs, they often suffer from misspecification and convergence problems. This makes inference on the values of coefficients problematic. To…

Methodology · Statistics 2025-03-31 Angela Andreella , Jelle Goeman , Jesse Hemerik , Livio Finos

Given a heterogeneous time-series sample, the objective is to find points in time (called change points) where the probability distribution generating the data has changed. The data are assumed to have been generated by arbitrary unknown…

Machine Learning · Statistics 2015-05-13 Azadeh Khaleghi , Daniil Ryabko

Changepoints are a very common feature of Big Data that arrive in the form of a data stream. In this paper, we study high-dimensional time series in which, at certain time points, the mean structure changes in a sparse subset of the…

Methodology · Statistics 2017-03-21 Tengyao Wang , Richard J. Samworth

Among the main goals in multiple change point problems are the estimation of the number and positions of the change points, as well as the regime structure in the clusters induced by those changes. The product partition model (PPM) is a…

Methodology · Statistics 2021-08-11 Ricardo C. Pedroso , Rosangela H. Loschi , Fernando Andrés Quintana

Change-point analysis is a flexible and computationally tractable tool for the analysis of times series data from systems that transition between discrete states and whose observables are corrupted by noise. The change-point algorithm is…

Data Analysis, Statistics and Probability · Physics 2015-05-22 Paul A. Wiggins , Colin H. LaMont

With the increasing availability of diverse data types, particularly images and time series data from medical experiments, there is a growing demand for techniques designed to combine various modalities of data effectively. Our motivation…

Image and Video Processing · Electrical Eng. & Systems 2024-05-27 Ali Rasekh , Reza Heidari , Amir Hosein Haji Mohammad Rezaie , Parsa Sharifi Sedeh , Zahra Ahmadi , Prasenjit Mitra , Wolfgang Nejdl

Various methodological options exist on evaluating differences in both subgroups and the overall population. Most desirable is the simultaneous study of multiple endpoints in several populations. We investigate a newer method using multiple…

Applications · Statistics 2020-07-23 Charlotte Vogel , Frank Schaarschmidt , Christian Ritz , Franz Koenig , Ludwig A. Hothorn

In randomized trials with continuous-valued outcomes the goal is often to estimate the difference in average outcomes between two treatment groups. However, the outcome in some trials is longitudinal, meaning that multiple measurements of…

Methodology · Statistics 2021-09-21 Alejandro Schuler

We consider the consistency properties of a regularised estimator for the simultaneous identification of both changepoints and graphical dependency structure in multivariate time-series. Traditionally, estimation of Gaussian Graphical…

Statistics Theory · Mathematics 2017-12-18 Alex J. Gibberd , Sandipan Roy

The goal of the change-point detection is to discover changes of time series distribution. One of the state of the art approaches of the change-point detection are based on direct density ratio estimation. In this work we show how existing…

Machine Learning · Computer Science 2022-06-22 Mikhail Hushchyn , Andrey Ustyuzhanin

We present a flexible tool, called General Effect Modelling (GEM), for the analysis of any multivariate data influenced by one or more qualitative (categorical) or quantitative (continuous) input variables. The variables can be design…

Methodology · Statistics 2024-04-05 Ellen Færgestad Mosleth , Kristian Hovde Liland

We introduce an extension of finite mixture models by incorporating skew-normal distributions within a Hidden Markov Model framework. By assuming a constant transition probability matrix and allowing emission distributions to vary according…

Methodology · Statistics 2025-09-25 Andrea Nigri , Marco Forti , Han Lin Shang