Graph-based change-point detection

DOI10.1214/14-AOS1269zbMath1308.62090arXiv1209.1625MaRDI QIDQ2338923

Nancy R. Zhang, Hao Chen

Publication date: 27 March 2015

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

Full work available at URL: https://arxiv.org/abs/1209.1625

zbMATH Keywords

tail probabilityhigh-dimensional datanonparametricschange-pointnetwork datagraph-based testsscan statisticcomplex datanon-Euclidean data

Mathematics Subject Classification ID

Multivariate analysis (62H99) Nonparametric hypothesis testing (62G10)

Related Items (26)

Sequential change-point detection in high-dimensional Gaussian graphical models ⋮ Exact tests for offline changepoint detection in multichannel binary and count data with application to networks ⋮ Testing for dependence on tree structures ⋮ A refined Cramér-type moderate deviation for sums of local statistics ⋮ On change-point estimation under Sobolev sparsity ⋮ Compound Sequential Change-point Detection in Parallel Data Streams ⋮ ClaSP: parameter-free time series segmentation ⋮ Break point detection for functional covariance ⋮ A Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach ⋮ Hypothesis testing for populations of networks ⋮ A generalized knockoff procedure for FDR control in structural change detection ⋮ Limiting distributions of graph-based test statistics on sparse and dense graphs ⋮ Latent Space Model for Higher-Order Networks and Generalized Tensor Decomposition ⋮ Confidence distributions for change-points and regime shifts ⋮ Change point detection for high dimensional data via kernel measure with application to human aging brain data ⋮ Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data ⋮ CUSUM multi-chart for detecting unknown abrupt changes under finite measure space for network observation sequences ⋮ Fréchet change-point detection ⋮ A Kernel Multiple Change-point Algorithm via Model Selection ⋮ Unnamed Item ⋮ Nonparametric maximum likelihood approach to multiple change-point problems ⋮ Asymptotic distribution-free change-point detection based on interpoint distances for high-dimensional data ⋮ High dimensional change point inference: recent developments and extensions ⋮ Multiscale change-point segmentation: beyond step functions ⋮ Graph-based change-point detection ⋮ Functional convergence of sequential \(U\)-processes with size-dependent kernels

Uses Software

• gTests

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Detecting simultaneous variant intervals in aligned sequences
• The statistics of gene mapping
• Approximate tail probabilities for the maxima of some random fields
• Multivariate generalizations of the Wald-Wolfowitz and Smirnov two-sample tests
• Large deviations of likelihood ratio statistics with applications to sequential testing
• Graph-based change-point detection
• Detecting simultaneous changepoints in multiple sequences
• Homogeneity and change-point detection tests for multivariate data using rank statistics
• Empirical Analysis of an Evolving Social Network
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
• Tests for a change-point
• Frequentist properties of Bayesian sequential tests
• The problem of the Nile: Conditional solution to a changepoint problem
• The maximum of a function of a Markov chain and application to linkage analysis
• Circular binary segmentation for the analysis of array-based DNA copy number data
• An online kernel change detection algorithm
• An Exact Distribution-Free Test Comparing Two Multivariate Distributions based on Adjacency
• Mapping quantitative trait loci in oligogenic models

This page was built for publication: Graph-based change-point detection