Change point estimation in high dimensional Markov random-field models
From MaRDI portal
Abstract: 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 obtained by maximizing a profile penalized pseudo-likelihood function under a sparsity assumption. We also derive a tight bound for the estimate, up to a logarithmic factor, even in settings where the number of possible edges in the network far exceeds the sample size. The performance of the proposed estimator is evaluated on synthetic data sets and is also used to explore voting patterns in the US Senate in the 1979-2012 period.
Recommendations
- Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices
- Changepoint Inference for Erdős–Rényi Random Graphs
- Optimal change point detection and localization in sparse dynamic networks
- Sequential change-point detection in high-dimensional Gaussian graphical models
- Multiple change-points detection in high dimension
Cited in
(26)- Support consistency of direct sparse-change learning in Markov networks
- Consistent multiple changepoint estimation with fused Gaussian graphical models
- The Bethe Hessian and information theoretic approaches for online change-point detection in network data
- Inference for change points in high-dimensional data via selfnormalization
- Improved estimation in tensor regression with multiple change-points
- Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point
- Inference on the change point under a high dimensional sparse mean shift
- Estimating multiple breaks in nonstationary autoregressive models
- An empirical-characteristic-function-based change-point test for detection of multiple distributional changes
- Change point inference in ergodic diffusion processes based on high frequency data
- Markov bases for two-way change-point models of ladder determinantal tables
- Change-point computation for large graphical models: a scalable algorithm for Gaussian graphical models with change-points
- Change point estimation in a dynamic stochastic block model
- scientific article; zbMATH DE number 7626789 (Why is no real title available?)
- Exact tests for offline changepoint detection in multichannel binary and count data with application to networks
- Change-Point Detection for Graphical Models in the Presence of Missing Values
- Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models
- A Unified Framework for Change Point Detection in High-Dimensional Linear Models
- Multiple Change Point Detection in Reduced Rank High Dimensional Vector Autoregressive Models
- Change-point analysis in financial networks
- Bayesian high-dimensional regression for change point analysis
- Multiple network embedding for anomaly detection in time series of graphs
- Robust change point detection for high-dimensional linear models with tolerance for outliers and heavy tails
- Exploratory analysis of dynamic networks using latent functions
- Online network change point detection with missing values and temporal dependence
- Change point detection for high-dimensional linear models: a general tail-adaptive approach
This page was built for publication: Change point estimation in high dimensional Markov random-field models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5364904)
