GRAPH-BASED CHANGE-POINT DETECTION
GRAPH-BASED CHANGE-POINT DETECTION
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DOI：
10.1214/14-aos1269
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发表时间：
2015-02-01
影响因子：
4.5
通讯作者：
Zhang, Nancy
中科院分区：
文献类型：
--
作者：
Chen, Hao;Zhang, Nancy
我们考虑的测试和估计的变化点的位置分布突然变化的数据序列。提出了一种新的方法，基于扫描统计利用图表示观测之间的相似性。基于图的方法是非参数的，并且可以应用于任何数据集，只要可以定义样本空间上的信息相似性度量。精确的解析近似的意义，基于图形的扫描统计的单个变点和变化的间隔替代品提供。仿真结果表明，新方法具有更好的权力比现有的方法时，数据的维数是中等到高。新的方法说明了两个应用程序：确定作者的经典小说，并检测网络中的变化随着时间的推移。
We consider the testing and estimation of change-points-locations where the distribution abruptly changes-in a data sequence. A new approach, based on scan statistics utilizing graphs representing the similarity between observations, is proposed. The graph-based approach is nonparametric, and can be applied to any data set as long as an informative similarity measure on the sample space can be defined. Accurate analytic approximations to the significance of graph-based scan statistics for both the single change-point and the changed interval alternatives are provided. Simulations reveal that the new approach has better power than existing approaches when the dimension of the data is moderate to high. The new approach is illustrated on two applications: The determination of authorship of a classic novel, and the detection of change in a network over time.