Consistent and powerful graph-based change-point test for high-dimensional data
نویسندگان
چکیده
منابع مشابه
Consistent and powerful graph-based change-point test for high-dimensional data.
A change-point detection is proposed by using a Bayesian-type statistic based on the shortest Hamiltonian path, and the change-point is estimated by using ratio cut. A permutation procedure is applied to approximate the significance of Bayesian-type statistics. The change-point test is proven to be consistent, and an error probability in change-point estimation is provided. The test is very pow...
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ژورنال
عنوان ژورنال: Proceedings of the National Academy of Sciences
سال: 2017
ISSN: 0027-8424,1091-6490
DOI: 10.1073/pnas.1702654114