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Related papers: Single Changepoint Procedures

200 papers

We consider the testing and estimation of change-points, locations where the distribution abruptly changes, in a sequence of multivariate or non-Euclidean observations. We study a nonparametric framework that utilizes similarity information…

Methodology · Statistics 2018-02-23 Lynna Chu , Hao Chen

This study investigates how conditional normalizing flows can be applied to remote sensing data products in climate science for spatio-temporal prediction. The method is chosen due to its desired properties such as exact likelihood…

Machine Learning · Computer Science 2024-06-03 Christina Winkler , David Rolnick

A large fraction of papers in the climate literature includes erroneous uses of significance tests. A Bayesian analysis is presented to highlight the meaning of significance tests and why typical misuse occurs. It is concluded that a…

Atmospheric and Oceanic Physics · Physics 2016-08-24 Maarten H. P. Ambaum

This paper develops change-point methods for the spectrum of a locally stationary time series. We focus on series with a bounded spectral density that change smoothly under the null hypothesis but exhibits change-points or becomes less…

Statistics Theory · Mathematics 2024-08-08 Alessandro Casini , Pierre Perron

This paper introduces a new method for change detection in psychometric studies based on the recently introduced pseudo Score statistic, for which the sampling distribution under the alternative hypothesis has been determined. Our approach…

Methodology · Statistics 2024-08-09 Nicoletta D'Angelo

High-dimensional changepoint inference that adapts to various change patterns has received much attention recently. We propose a simple, fast yet effective approach for adaptive changepoint testing. The key observation is that two…

Methodology · Statistics 2022-05-03 Guanghui Wang , Long Feng

Single photon sources are necessary for optical quantum technology. The nonclassicality of emitted single photons manifests itself in diverse experiments and applications. The applications already require different nonclassical aspects of…

Quantum Physics · Physics 2019-08-08 Lukáš Lachman , Radim Filip

The dynamics of phase transitions plays a crucial r\^ole in the so-called interface between high energy particle physics and cosmology. Many of the interesting results generated during the last fifteen years or so rely on simplified…

High Energy Physics - Phenomenology · Physics 2007-05-23 Marcelo Gleiser

By combining different ideas, a general and efficient protocol to deal with discontinuous phase transitions at low temperatures is proposed. For small $T$'s, it is possible to derive a generic analytic expression for appropriate order…

Statistical Mechanics · Physics 2015-06-03 C. E. Fiore , M. G. E. da Luz

We consider the detection and localization of change points in the distribution of an offline sequence of observations. Based on a nonparametric framework that uses a similarity graph among observations, we propose new test statistics when…

Methodology · Statistics 2021-03-05 Lizhen Nie , Dan L. Nicolae

Determining whether Global Average Temperature (GAT) is an integrated process of order 1, I(1), or is a stationary process around a trend function is crucial for detection, attribution, impact and forecasting studies of climate change. In…

Econometrics · Economics 2023-12-12 Maria Dolores Gadea , Jesus Gonzalo , Andrey Ramos

Analyzing system trajectory from the perspective of individual machines provides a distinctive angle to analyze the transient stability of power systems. This two-paper series propose a direct-time-domain method that is based on the…

Signal Processing · Electrical Eng. & Systems 2017-12-05 Songyan Wang , Non-member , Jilai Yu , Wei Zhang

A classical thermometer typically works by exchanging energy with the system being measured until it comes to equilibrium, at which point the readout is related to the final energy state of the thermometer. A recent paper noted that…

Quantum Physics · Physics 2016-09-07 W. K. Tham , H. Ferretti , A. V. Sadashivan , A. M. Steinberg

Traditional thermodynamics governs the behaviour of large systems that evolve between states of thermal equilibrium. For these large systems, the mean values of thermodynamic quantities (such as work, heat and entropy) provide a good…

Statistical Mechanics · Physics 2019-05-01 Andrew J. P. Garner

Urban areas are a high-stake target of climate change mitigation and adaptation measures. To understand, predict and improve the energy performance of cities, the scientific community develops numerical models that describe how they…

A restrictive assumption in change point analysis is "stationarity under the null hypothesis of no change-point", which is crucial for asymptotic theory but not very realistic from a practical point of view. For example, if change point…

Methodology · Statistics 2018-02-01 Holger Dette , Weichi Wu , Zhou Zhou

Efforts to reduce climate change, but also falling prices and significant technology developments currently drive an increased weather-dependent electricity production from renewable electricity sources. In light of the changing climate, it…

Signal Processing · Electrical Eng. & Systems 2019-06-10 Smail Kozarcanin , Hailiang Liu , Gorm Bruun Andresen

Change-point detection studies the problem of detecting the changes in the underlying distribution of the data stream as soon as possible after the change happens. Modern large-scale, high-dimensional, and complex streaming data call for…

Statistics Theory · Mathematics 2023-06-05 Haoyun Wang , Yao Xie

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