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This work delves into presenting a probabilistic method for analyzing linear process data with weakly dependent innovations, focusing on detecting change-points in the mean and estimating its spectral density. We develop a test for…

Statistics Theory · Mathematics 2024-10-01 Ramkrishna Jyoti Samanta

Many time series exhibit changes both in level and in variability. Generally, it is more important to detect a change in the level, and changing or smoothly evolving variability can confound existing tests. This paper develops a framework…

Statistics Theory · Mathematics 2016-12-09 Tomasz Gorecki , Lajos Horvath , Piotr Kokoszka

In the realm of large-scale spatiotemporal data, abrupt changes are commonly occurring across both spatial and temporal domains. This study aims to address the concurrent challenges of detecting change points and identifying spatial…

Methodology · Statistics 2025-05-05 Zerui Zhang , Xin Wang , Xin Zhang , Jing Zhang

This paper addresses the inference of spatial dependence in the context of a recently proposed framework. More specifically, the paper focuses on the estimation of model parameters for a class of generalized Gibbs random fields, i.e.,…

Statistics Theory · Mathematics 2007-06-13 Samuel Elogne , Dionisis Hristopulos

We give a review of recent ANOVA-like procedures for testing group differences based on data in a metric space and present a new such procedure. Our statistic is based on the classic Levene's test for detecting differences in dispersion. It…

Methodology · Statistics 2022-02-21 Raoul Müller , Dominic Schuhmacher , Jorge Mateu

The Change detection based on analysis and samples are analyzed. Land use/cover change detection based on SDM is discussed.

Databases · Computer Science 2012-03-12 B. G. Kodge , P. S. Hiremath

We study statistical inferences for a class of modulated stationary processes with time-dependent variances. Due to non-stationarity and the large number of unknown parameters, existing methods for stationary, or locally stationary, time…

Statistics Theory · Mathematics 2013-02-04 Zhibiao Zhao , Xiaoye Li

The objective of this study is to investigate spatial structures of error in the assessment of continuous raster data. The use of conventional diagnostics of error often overlooks the possible spatial variation in error because such…

Applications · Statistics 2025-10-15 Narumasa Tsutsumida , Pedro Rodríguez-Veiga , Paul Harris , Heiko Balzter , Alexis Comber

Non-stationarity affects the sensitivity of change detection in correlated systems described by sets of measurable variables. We study this by projecting onto different principal components. Non-stationarity is modeled as multiple normal…

Data Analysis, Statistics and Probability · Physics 2023-06-22 Henrik M. Bette , Michael Schreckenberg , Thomas Guhr

In process monitoring, it is common for measurements to be taken regularly or randomly from different spatial locations in two or three dimensions. While there are nonparametric methods for process monitoring with such spatial data to…

Methodology · Statistics 2025-05-06 Philipp Adämmer , Philipp Wittenberg , Christian H. Weiß , Murat Caner Testik

In this paper, we propose a class of monitoring statistics for a mean shift in a sequence of high-dimensional observations. Inspired by the recent U-statistic based retrospective tests developed by Wang et al.(2019) and Zhang et al.(2020),…

Methodology · Statistics 2021-01-19 Teng Wu , Runmin Wang , Hao Yan , Xiaofeng Shao

We propose employing a high-dimensional generalized method of moments (GMM) estimator, regularized for dimension reduction and subsequently debiased to correct for shrinkage bias (referred to as a debiased-regularized estimator), for…

Econometrics · Economics 2025-07-03 Victor Chernozhukov , Chen Huang , Weining Wang

This paper proposes a new test for a change point in the mean of high-dimensional data based on the spatial sign and self-normalization. The test is easy to implement with no tuning parameters, robust to heavy-tailedness and theoretically…

Methodology · Statistics 2022-06-07 Feiyu Jiang , Runmin Wang , Xiaofeng Shao

In this paper we provide new methodology for inference of the geometric features of a multivariate density in deconvolution. Our approach is based on multiscale tests to detect significant directional derivatives of the unknown density at…

Methodology · Statistics 2016-11-21 Konstantin Eckle , Nicolai Bissantz , Holger Dette

We propose a method to infer the presence and location of change-points in the distribution of a sequence of independent data taking values in a general metric space, where change-points are viewed as locations at which the distribution of…

Methodology · Statistics 2020-01-15 Paromita Dubey , Hans-Georg Müller

We investigate the online detection of changepoints in the distribution of a sequence of observations using degenerate U-statistic-type processes. We study weighted versions of: an ordinary, CUSUM-type scheme, a Page-CUSUM-type scheme, and…

Statistics Theory · Mathematics 2025-10-28 Cooper Boniece , Lajos Horvath , Lorenzo Trapani

Environmental phenomena are influenced by complex interactions among various factors. For instance, the amount of rainfall measured at different stations within a given area is shaped by atmospheric conditions, orography, and physics of…

Applications · Statistics 2025-01-16 Paolo Onorati , Antonio Canale

Field-level inference has emerged as a promising framework to fully harness the cosmological information encoded in next-generation galaxy surveys. It involves performing Bayesian inference to jointly estimate the cosmological parameters…

Cosmology and Nongalactic Astrophysics · Physics 2025-12-19 Hugo Simon , François Lanusse , Arnaud de Mattia

This paper deals with variable selection in multivariate linear regression model when the data are observations on a spatial domain being a grid of sites in $\mathbb{Z}^d$ with $d\geqslant 2$. We use a criterion that allows to characterize…

Statistics Theory · Mathematics 2023-05-23 Jean Roland Ebende Penda , Stéphane Bouka , Guy Martial Nkiet

Sociotechnological and geospatial processes exhibit time varying structure that make insight discovery challenging. To detect abnormal moments in these processes, a definition of `normal' must be established. This paper proposes a new…

Social and Information Networks · Computer Science 2017-12-15 Jace Robinson , Derek Doran
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