bootstrapBrownian bridgedynamics of networksempirical processesgraph Laplaciansmetric spaceobject datarandom densitiesrandom objects
Nonparametric hypothesis testing (62G10) Measures of association (correlation, canonical correlation, etc.) (62H20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistics on metric spaces (62R20)
Abstract: 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 the data sequence changes abruptly in terms of either its Fr'echet mean or Fr'echet variance or both. The proposed method is based on comparisons of Fr'echet variances before and after putative change-point locations and does not require a tuning parameter except for the specification of cut-off intervals near the endpoints where change-points are assumed not to occur. Our results include theoretical guarantees for consistency of the test under contiguous alternatives when a change-point exists and also for consistency of the estimated location of the change-point if it exists, where under the null hypothesis of no change-point the limit distribution of the proposed scan function is the square of a standardized Brownian Bridge. These consistency results are applicable for a broad class of metric spaces under mild entropy conditions. Examples include the space of univariate probability distributions and the space of graph Laplacians for networks. Simulation studies demonstrate the effectiveness of the proposed methods, both for inferring the presence of a change-point and estimating its location. We also develop theory that justifies bootstrap-based inference and illustrate the new approach with sequences of maternal fertility distributions and communication networks.
Recommendations
Cites work
- A central limit theorem under metric entropy with \(L_ 2\) bracketing
- A comparison inequality for sums of independent random variables
- A kernel multiple change-point algorithm via model selection
- A nonparametric approach for multiple change point analysis of multivariate data
- A remark on approximate \(M\)-estimators
- A spatial modeling approach for linguistic object data: analyzing dialect sound variations across Great Britain
- Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data
- Confidence Sets in Change-Point Problems
- Consistent change-point detection with kernels
- Convergence rates for empirical barycenters in metric spaces: curvature, convexity and extendable geodesics
- Covering Numbers for Convex Functions
- Emergence of Scaling in Random Networks
- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
- Fréchet analysis of variance for random objects
- Fréchet regression for random objects with Euclidean predictors
- Geodesic PCA versus Log-PCA of Histograms in the Wasserstein Space
- Graph-based change-point detection
- High dimensional change point estimation via sparse projection
- Homogeneity and change-point detection tests for multivariate data using rank statistics
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 2051142 (Why is no real title available?)
- scientific article; zbMATH DE number 1487661 (Why is no real title available?)
- scientific article; zbMATH DE number 775839 (Why is no real title available?)
- scientific article; zbMATH DE number 3053873 (Why is no real title available?)
- Hypothesis testing for network data in functional neuroimaging
- Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
- Multiple change-point detection: a selective overview
- On the geometry of metric measure spaces. I
- Parametric statistical change point analysis. With applications to genetics, medicine, and finance
- Tests for a change-point
- Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion
- Uniform change point tests in high dimension
- Wasserstein covariance for multiple random densities
- Weak convergence and empirical processes. With applications to statistics
Cited in
(35)- FDR-control in multiscale change-point segmentation
- Consistent change-point detection with kernels
- Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data
- Monitoring for a change point in a sequence of distributions
- Total variation regularized Fréchet regression for metric-space valued data
- The Fréchet mean of inhomogeneous random graphs
- Novel semi-metrics for multivariate change point analysis and anomaly detection
- Change‐Point Estimation of Fractionally Integrated Processes
- Fréchet analysis of variance for random objects
- Break point detection for functional covariance
- Two-sample and change-point inference for non-Euclidean valued time series
- Determining the number of change-point via high-dimensional cross-validation
- Gradual variance change point detection with a smoothly changing mean trend
- Metric statistics: exploration and inference for random objects with distance profiles
- A novel dual-criterion framework for change point detection
- Homogeneity tests of covariance for high-dimensional functional data with applications to event segmentation
- Joint modeling of change-point identification and dependent dynamic community detection
- Medoid splits for efficient random forests in metric spaces
- Functional Outlier Detection for Density-Valued Data with Application to Robustify Distribution-to-Distribution Regression
- Dimension Reduction for Fréchet Regression
- Logarithmic method of moments estimators for the Fréchet distribution
- Detection and localization of changes in a panel of densities
- Resampling-free inference for time series via RKHS embedding
- Change point estimation for a stochastic heat equation
- Empirical likelihood for manifolds
- The changing landscape of cyber risk: an empirical analysis of loss severity and tail dynamics
- Model-free change-point detection using AUC of a classifier
- The spectral barycentre of a set of graphs with community structure
- Monitoring of functional time series
- A graph-theoretic approach to detection of Parkinsonian freezing of gait from videos
- On the tightness of graph-based statistics
- Improving power by conditioning on less in post-selection inference for changepoints
- Monitoring panels of sparse functional data
- Change-Point Detection for Object-Valued Time Series
- Online Change-Point Detection for Functional Data
This page was built for publication: Fréchet change-point detection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1996771)
