Evaluating stationarity via change-point alternatives with applications to fMRI data

DOI10.1214/12-AOAS565zbMath1257.62072arXiv1301.2894OpenAlexW2007501689MaRDI QIDQ1940029

John A. D. Aston, Claudia Kirch

Publication date: 5 March 2013

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.2894

zbMATH Keywords

stationarityhigh-dimensional dataepidemic changefunctional time seriesseparable covariance structureresting state fMRI

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Image analysis in multivariate analysis (62H35) Neural biology (92C20) Biomedical imaging and signal processing (92C55)

Related Items (32)

Multi-dimensional functional principal component analysis ⋮ A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series ⋮ A robust bootstrap change point test for high-dimensional location parameter ⋮ A randomness test for functional panels ⋮ High dimensional efficiency with applications to change point tests ⋮ Alternating Pruned Dynamic Programming for Multiple Epidemic Change-Point Estimation ⋮ Improved estimation in tensor regression with multiple change-points ⋮ Epidemic change-point detection in general causal time series ⋮ On change-point estimation under Sobolev sparsity ⋮ Functional data analysis with increasing number of projections ⋮ Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators ⋮ Collective Anomaly Detection in High-Dimensional Var Models ⋮ Break point detection for functional covariance ⋮ Hypothesis Testing of Matrix Graph Model with Application to Brain Connectivity Analysis ⋮ Multiple change-points detection in high dimension ⋮ Multiscale change point detection via gradual bandwidth adjustment in moving sum processes ⋮ Evaluating stationarity via change-point alternatives with applications to fMRI data ⋮ Functional data analysis in the Banach space of continuous functions ⋮ Segmentation and estimation of change-point models: false positive control and confidence regions ⋮ Estimation of high-dimensional change-points under a group sparsity structure ⋮ High Dimensional Change Point Estimation via Sparse Projection ⋮ A Darling-Erdős-type CUSUM-procedure for functional data ⋮ Real Time Anomaly Detection And Categorisation ⋮ Gaussian tree constraints applied to acoustic linguistic functional data ⋮ Extensions of some classical methods in change point analysis ⋮ Minimax rates in sparse, high-dimensional change point detection ⋮ A novel change-point approach for the detection of gas emission sources using remotely contained concentration data ⋮ Long memory estimation for complex-valued time series ⋮ Detecting Changes in Slope With an L₀ Penalty ⋮ FreSpeD: Frequency-Specific Change-Point Detection in Epileptic Seizure Multi-Channel EEG Data ⋮ Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators ⋮ Change point analysis of covariance functions: a weighted cumulative sum approach

Uses Software

• FLIRT
• fda (R)
• FMRISTAT

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