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Piecewise growth mixture models (PGMM) are a flexible and useful class of methods for analyzing segmented trends in individual growth trajectory over time, where the individuals come from a mixture of two or more latent classes. These…

Methodology · Statistics 2018-10-18 Eric F Lock , Nidhi Kohli , Maitreyee Bose

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

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

Generative, temporal network models play an important role in analyzing the dependence structure and evolution patterns of complex networks. Due to the complicated nature of real network data, it is often naive to assume that the underlying…

Methodology · Statistics 2024-08-15 Daniel Cirkovic , Tiandong Wang , Xianyang Zhang

Change point detection is a crucial aspect of analyzing time series data, as the presence of a change point indicates an abrupt and significant change in the process generating the data. While many algorithms for the problem of change point…

Machine Learning · Computer Science 2023-05-23 Mario Krause

We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…

Methodology · Statistics 2026-02-02 Nicolas Bianco , Lorenzo Cappello

A number of methods have been developed to infer differential rates of species diversification through time and among clades using time-calibrated phylogenetic trees. However, we lack a general framework that can delineate and quantify…

Quantitative Methods · Quantitative Biology 2015-06-18 Daniel L. Rabosky

When recording the movement of individual animals, cells or molecules one will often observe changes in their diffusive behaviour at certain points in time along their trajectory. In order to capture the different diffusive modes assembled…

Statistical Mechanics · Physics 2024-10-21 Henrik Seckler , Ralf Metzler

Graph-based change point detection (CPD) play an irreplaceable role in discovering anomalous graphs in the time-varying network. While several techniques have been proposed to detect change points by identifying whether there is a…

Social and Information Networks · Computer Science 2022-12-20 Yongshun Gong , Xue Dong , Jian Zhang , Meng Chen

This paper introduces a novel Bayesian approach to detect changes in the variance of a Gaussian sequence model, focusing on quantifying the uncertainty in the change point locations and providing a scalable algorithm for inference. Such a…

Methodology · Statistics 2025-03-04 Lorenzo Cappello , Oscar Hernan Madrid Padilla

We are interested in modelling Darwinian evolution, resulting from the interplay of phenotypic variation and natural selection through ecological interactions. Our models are rooted in the microscopic, stochastic description of a population…

Probability · Mathematics 2016-08-16 Nicolas Champagnat , Régis Ferrière , Sylvie Méléard

We propose a new, computationally efficient, sparsity adaptive changepoint estimator for detecting changes in unknown subsets of a high-dimensional data sequence. Assuming the data sequence is Gaussian, we prove that the new method…

Methodology · Statistics 2023-11-27 Per August Jarval Moen , Ingrid Kristine Glad , Martin Tveten

Changepoint detection is commonly formulated by minimizing the sum of in-sample losses to quantify the model's overall fit. However, for flexible modeling procedures -- especially those involving high-dimensional parameter spaces or…

Methodology · Statistics 2026-05-05 Chengde Qian , Guanghui Wang , Zhaojun Wang , Changliang Zou

Stochastic kinetic models (SKMs) are increasingly used to account for the inherent stochasticity exhibited by interacting populations of species in areas such as epidemiology, population ecology and systems biology. Species numbers are…

Computation · Statistics 2023-04-06 Tom E. Lowe , Andrew Golightly , Chris Sherlock

We consider the problem of Bayesian inference for changepoints where the number and position of the changepoints are both unknown. In particular, we consider product partition models where it is possible to integrate out model parameters…

Computation · Statistics 2017-03-14 Alan Benson , Nial Friel

A method was developed for Bayesian inference of species phylogeny using the multi-species coalescent model. To improve the mixing properties of the Markov chain Monte Carlo (MCMC) algorithm that traverses the space of species trees, we…

Populations and Evolution · Quantitative Biology 2015-12-15 Bruce Rannala , Ziheng Yang

The widespread availability of high-dimensional biological data has made the simultaneous screening of many biological characteristics a central problem in computational biology and allied sciences. While the dimensionality of such datasets…

Methodology · Statistics 2023-03-10 Nima S. Hejazi , Philippe Boileau , Mark J. van der Laan , Alan E. Hubbard

Changes in the statistical properties of a stochastic process are typically assumed to occur via change-points, which demark instantaneous moments of complete and total change in process behavior. In cases where these transitions occur…

Machine Learning · Statistics 2022-05-06 Chris Browne

We propose a general approach for change-point detection in dynamic networks. The proposed method is model-free and covers a wide range of dynamic networks. The key idea behind our approach is to effectively utilize the network structure in…

Methodology · Statistics 2019-08-07 Zifeng Zhao , Li Chen , Lizhen Lin

This paper studies the unsupervised change point detection problem in time series of networks using the Separable Temporal Exponential-family Random Graph Model (STERGM). Inherently, dynamic network patterns are complex due to dyadic and…

Methodology · Statistics 2025-09-01 Yik Lun Kei , Hangjian Li , Yanzhen Chen , Oscar Hernan Madrid Padilla