Detecting changes in the transmission rate of a stochastic epidemic model. (English) Zbl 07925887
MSC:
62P10
Found 322 Documents (Results 1–100)
Test for conditional quantile change in general conditional heteroscedastic time series models. (English) Zbl 07819553
MSC:
62-XX
Truncated sequential change-point detection for Markov chains with applications in the epidemic statistical analysis. (English) Zbl 07798884
On Bayesian estimation in change-point problems for Poisson source localization on the plane in non standard situation. (English. French summary) Zbl 1541.62203
Detecting changes in the functional linear regression model. (Chinese. English summary) Zbl 1538.62208
Bivariate random coefficient integer-valued autoregressive models: parameter estimation and change point test. (English) Zbl 07731498
Real-time change point detection in linear models using the ranking selection procedure. (English) Zbl 07708161
MSC:
62Lxx
Change point inference in ergodic diffusion processes based on high frequency data. (English) Zbl 07663000
Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (English) Zbl 07659418
Analysis of distance matrices. (English) Zbl 1499.62183
A random walk through Canadian contributions on empirical processes and their applications in probability and statistics. (English. French summary) Zbl 07759502
MSC:
62-XX
Consistency of a range of penalised cost approaches for detecting multiple changepoints. (English) Zbl 07603092
Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty. (English) Zbl 1493.62483
Detection and identification of changes of hidden Markov chains: asymptotic theory. (English) Zbl 1493.62481
Ensemble binary segmentation for irregularly spaced data with change-points. (English) Zbl 1485.62121
MSC:
62M10
The Bethe Hessian and information theoretic approaches for online change-point detection in network data. (English) Zbl 1490.62141
Change-point problems for multivariate time series using pseudo-observations. (English) Zbl 1480.62087
Generalized linear-quadratic model with a change point due to a covariate threshold. (English) Zbl 1477.62116
Classification, inference and segmentation of anomalous diffusion with recurrent neural networks. (English) Zbl 1519.62023
Simultaneous change point inference and structure recovery for high dimensional Gaussian graphical models. (English) Zbl 07626789
MSC:
68T05
Modified information criterion for linear regression change-point model with its applications. (English) Zbl 1489.62195
Survival model induced by discrete frailty for modeling of lifetime data with long-term survivors and change-point. (English) Zbl 07532941
MSC:
62-XX
Hybrid resampling confidence intervals for change-point or stationary high-dimensional stochastic regression models. (English) Zbl 1524.62423
Detecting early or late changes in linear models with heteroscedastic errors. (English) Zbl 1469.62339
Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point. (English) Zbl 1472.62081
Robust fuzzy clustering algorithms for change-point regression models. (English) Zbl 07647681
MSC:
62-XX
Test of parameter changes in a class of observation-driven models for count time series. (English) Zbl 1511.62215
Bayesian change-point modelling of the effects of 3-points-for-a-win rule in football. (English) Zbl 1521.62327
MSC:
62-XX
Sequential change-point detection in a multinomial logistic regression model. (English) Zbl 1479.62074
Testing jointly for structural changes in the error variance and coefficients of a linear regression model. (English) Zbl 1466.62314
Estimation of structural change in multinomial logistic regression model. (Chinese. English summary) Zbl 1463.62162
Sequential change-point detection in high-dimensional Gaussian graphical models. (English) Zbl 1499.62194
Inference in a multivariate generalized mean-reverting process with a change-point. (English) Zbl 1441.62144
Reviewer: Fabio Rapallo (Alessandria)
Robust change point estimation in two-phase linear regression models: an application to metabolic pathway data. (English) Zbl 1421.62045
Monitoring parameter change in linear regression model based on the efficient score vector. (English) Zbl 07568261
Estimation of parameters in a general hazard regression change-point model. (English) Zbl 1462.62668
A fast algorithm for short term electric load forecasting by a hidden semi-Markov process. (English) Zbl 07193755
MSC:
62-XX
An efficient two step algorithm for high dimensional change point regression models without grid search. (English) Zbl 1434.62151
A continuous-time hidden Markov model for cancer surveillance using serum biomarkers with application to hepatocellular carcinoma. (English) Zbl 1427.62126
Regularised forecasting via smooth-rough partitioning of the regression coefficients. (English) Zbl 1425.62126
Reviewer: Claudia Simionescu-Badea (Wien)
Ground-level ozone: evidence of increasing serial dependence in the extremes. (English) Zbl 1417.62336
Sequential change-point detection based on nearest neighbors. (English) Zbl 1419.62201
Reviewer: Wiesław Dziubdziela (Miedziana Góra)
Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models. (English) Zbl 1409.62125
Reviewer: Alessandro Selvitella (Ottawa)
A Bayesian finite mixture change-point model for assessing the risk of novice teenage drivers. (English) Zbl 1516.62421
MSC:
62-XX
Asymptotic statistical properties of communication-efficient quickest detection schemes in sensor networks. (English) Zbl 1431.62337
Reviewer: Krzysztof J. Szajowski (Wrocław)
Kullback-Leibler approach to CUSUM quickest detection rule for Markovian time series. (English) Zbl 1431.62378
Reviewer: Krzysztof J. Szajowski (Wrocław)
Kernelized relative entropy for direct fault detection in industrial rotary kilns. (English) Zbl 1406.93321
A Bayesian analysis of a change in the mean of independent normal sequence with contaminated observation. (English. French summary) Zbl 1409.62065
Change-point estimation in the multivariate model taking into account the dependence: application to the vegetative development of oilseed rape. (English) Zbl 1426.62334
Bootstrap change point testing for dependent data. (English) Zbl 1397.62160
Pilz, Jürgen (ed.) et al., Statistics and simulation. Contributions given at the 8th international workshop on simulation, IWS 8, Vienna, Austria, September 21–25, 2015. Cham: Springer (ISBN 978-3-319-76034-6/hbk; 978-3-319-76035-3/ebook). Springer Proceedings in Mathematics & Statistics 231, 53-67 (2018).
Using a Bayesian change-point statistical model with autoregressive terms to study the monthly number of dispensed asthma medications by public health services. (English) Zbl 1395.62336
Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting. (English) Zbl 1404.62084
Reviewer: Krzysztof J. Szajowski (Wrocław)
Simulation and inference for stochastic processes with YUIMA. A comprehensive R framework for SDEs and other stochastic processes. (English) Zbl 1458.60004
Use R!. Cham: Springer (ISBN 978-3-319-55567-6/pbk; 978-3-319-55569-0/ebook). xiii, 268 p. (2018).
Reviewer: Irina Ioana Mohorianu (Oxford)
Ecological change points: the strength of density dependence and the loss of history. (English) Zbl 1397.92737
Estimations and tests in change-point models. (English) Zbl 1416.62015
Hackensack, NJ: World Scientific (ISBN 978-981-3231-76-4/hbk; 978-981-3231-78-8/ebook). ix, 294 p. (2018).
Reviewer: Wiesław Dziubdziela (Miedziana Góra)
Partially linear models and their applications to change point detection of chemical process data. (English) Zbl 1516.62281
MSC:
62-XX
Phase II risk-adjusted geometric control charts for monitoring surgical performance. (English) Zbl 1399.62179
Estimation on mean-variance change-point of dependent sequence. (Chinese. English summary) Zbl 1389.62039
Biomarker change-point estimation with right censoring in longitudinal studies. (English) Zbl 1380.62259
A necessary and sufficient condition for diagnosability of stochastic discrete event systems. (English) Zbl 1374.93242
Inference under biased sampling and right censoring for a change point in the hazard function. (English) Zbl 1404.62096
Reviewer: Chryssoula Ganatsiou (Larissa)
Exact Bayesian inference for off-line change-point detection in tree-structured graphical models. (English) Zbl 1505.62363
Monotonic change point estimation of generalized linear model-based regression profiles. (English) Zbl 1364.62197
A change point method for phase II monitoring of generalized linear profiles. (English) Zbl 1359.62540
Robust bent line regression. (English) Zbl 1360.62390
Change-point analysis in nonstationary stochastic models. (English) Zbl 1416.62018
Boca Raton, FL: CRC Press (ISBN 978-1-4987-5596-2/hbk; 978-1-032-40220-8/pbk; 978-1-4987-5597-9/ebook). xix, 345 p. (2017).
Reviewer: Weiping Li (Stillwater)
Real time learning of non-stationary processes with dynamic Bayesian networks. (English) Zbl 1452.68150
Carvalho, Joao Paulo (ed.) et al., Information processing and management of uncertainty in knowledge-based systems. 16th international conference, IPMU 2016, Eindhoven, The Netherlands, June 20–24, 2016. Proceedings. Part I. Cham: Springer. Commun. Comput. Inf. Sci. 610, 338-350 (2016).
Approximations to the \(p\)-values of tests for a change-point under non-standard conditions. (English) Zbl 1510.62122
Spatio-temporal patterns of IED usage by the Provisional Irish Republican Army. (English) Zbl 1408.91175
Inference on the change point estimator of variance in measurement error models. (English) Zbl 1358.62035
Consistent two-stage multiple change-point detection in linear models. (English. French summary) Zbl 1357.62239
The LAD estimation of the change-point linear model with randomly censored data. (English) Zbl 1381.62232
Simultaneous variable selection and de-coarsening in multi-path change-point models. (English) Zbl 1334.62103
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso. (English) Zbl 1390.62124
Copula parameter change test for nonlinear AR models with nonlinear GARCH errors. (English) Zbl 1487.62109
Quantile regression with a change-point model for longitudinal data: an application to the study of cognitive changes in preclinical Alzheimer’s disease. (English) Zbl 1419.62390
A pruned dynamic programming algorithm to recover the best segmentations with 1 to \(K_{\max}\) change-points. (Un algorithme de programmation dynamique élagué pour trouver les meilleures segmentations avec 1 à \(K_{\max}\) ruptures.) (English. French summary) Zbl 1381.90094
Change point testing in logistic regression model based on empirical likelihood method. (Chinese. English summary) Zbl 1340.62074
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