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Change-point detection has been a classical problem in statistics and econometrics. This work focuses on the problem of detecting abrupt distributional changes in the data-generating distribution of a sequence of high-dimensional…

Methodology · Statistics 2021-05-20 Shubhadeep Chakraborty , Xianyang Zhang

The goal of branch length estimation in phylogenetic inference is to estimate the divergence time between a set of sequences based on compositional differences between them. A number of software is currently available facilitating branch…

Populations and Evolution · Quantitative Biology 2012-07-06 Ania Kedzierska , Marta Casanellas

This paper describes a novel approach to change-point detection when the observed high-dimensional data may have missing elements. The performance of classical methods for change-point detection typically scales poorly with the…

Machine Learning · Statistics 2015-06-11 Yao Xie , Jiaji Huang , Rebecca Willett

Change-point detection and locally stationary time series modeling are two major approaches for the analysis of non-stationary data. The former aims to identify stationary phases by detecting abrupt changes in the dynamics of a time series…

Methodology · Statistics 2026-01-16 Wai Leong Ng , Xinyi Tang , Mun Lau Cheung , Jiacheng Gao , Chun Yip Yau , Holger Dette

Time series, as frequently the case in neuroscience, are rarely stationary, but often exhibit abrupt changes due to attractor transitions or bifurcations in the dynamical systems producing them. A plethora of methods for detecting such…

Methodology · Statistics 2018-10-05 Hazem Toutounji , Daniel Durstewitz

The problem of detecting changes with multiple sensors has received significant attention in the literature. In many practical applications such as critical infrastructure monitoring and modeling of disease spread, a useful change…

Information Theory · Computer Science 2019-02-19 Mehmet Necip Kurt , Xiaodong Wang

Tracking the spread of infectious disease during a pandemic has posed a great challenge to the governments and health sectors on a global scale. To facilitate informed public health decision-making, the concerned parties usually rely on…

Methodology · Statistics 2023-06-05 Tejasv Bedi , Yanxun Xu , Qiwei Li

In this article, we consider change point inference for high dimensional linear models. For change point detection, given any subgroup of variables, we propose a new method for testing the homogeneity of corresponding regression…

Methodology · Statistics 2024-01-17 Bin Liu , Xinsheng Zhang , Yufeng Liu

Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate model parameters, resulting in algorithms that, for instance, efficiently minimize parameter estimate variance. Governed by knowledge of past…

Methodology · Statistics 2023-02-03 Nicholas W. Barendregt , Emily G. Webb , Zachary P. Kilpatrick

We propose an algorithm for change point monitoring in linear causal models that accounts for interventions. Through a special centralization technique, we can concentrate the changes arising from causal propagation across nodes into a…

Machine Learning · Statistics 2025-06-10 Haijie Xu , Chen Zhang

Gene gain-loss-duplication models are commonly based on continuous-time birth-death processes. Employed in a phylogenetic context, such models have been increasingly popular in studies of gene content evolution across multiple genomes.…

Populations and Evolution · Quantitative Biology 2021-07-27 Miklos Csuros

Detecting changes in high-dimensional time series is difficult because it involves the comparison of probability densities that need to be estimated from finite samples. In this paper, we present the first feature extraction method tailored…

Machine Learning · Computer Science 2015-03-19 Duncan Blythe , Paul von Bünau , Frank Meinecke , Klaus-Robert Müller

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Machine Learning · Statistics 2017-07-13 Joseph Sakaya , Arto Klami

Rate variation among the sites of a molecular sequence is commonly found in applications of phylogenetic inference. Several approaches exist to account for this feature but they do not usually enable the investigator to pinpoint the sites…

Quantitative Methods · Quantitative Biology 2013-05-23 Elisa Loza-Reyes , Merrilee Hurn , Tony Robinson

Molecular phylogenetic and phylogeographic reconstructions generally assume time-homogeneous substitution processes. Motivated by computational convenience, this assumption sacrifices biological realism and offers little opportunity to…

Populations and Evolution · Quantitative Biology 2013-09-13 Filip Bielejec , Philippe Lemey , Guy Baele , Andrew Rambaut , Marc A Suchard

We are interested in the comparison of transcript boundaries from cells which originated in different environments. The goal is to assess whether this phenomenon, called differential splicing, is used to modify the transcription of the…

Applications · Statistics 2013-07-12 Alice Cleynen , Stéphane Robin

This paper investigates a change-point estimation problem in the context of high-dimensional Markov Random Field models. Change-points represent a key feature in many dynamically evolving network structures. The change-point estimate is…

Methodology · Statistics 2018-02-13 Sandipan Roy , Yves Atchade , George Michailidis

Most theories of evolutionary diversification are based on equilibrium assumptions: they are either based on optimality arguments involving static fitness landscapes, or they assume that populations first evolve to an equilibrium state…

Populations and Evolution · Quantitative Biology 2017-02-07 Iaroslav Ispolatov , Vaibhav Madhok , Michael Doebeli

Inspired by graph-based methodologies, we introduce a novel graph-spanning algorithm designed to identify changes in both offline and online data across low to high dimensions. This versatile approach is applicable to Euclidean and…

Machine Learning · Statistics 2026-01-09 Yang-Wen Sun , Katerina Papagiannouli , Vladimir Spokoiny

We introduce a new estimator SMUCE (simultaneous multiscale change-point estimator) for the change-point problem in exponential family regression. An unknown step function is estimated by minimizing the number of change-points over the…

Methodology · Statistics 2013-08-13 Klaus Frick , Axel Munk , Hannes Sieling
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