2021/11/27 by Trisha Dawn, Dawn, Trisha, Angshuman Roy +5 · 2 citations
Mathematics · Medicine · Neuroscience · #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Methods and Inference #Stress Responses and Cortisol #Systemic Lupus Erythematosus Research
paper · pdf · doi:10.48550/arxiv.2111.14012
openalex publication_date 2021/11/28 · openalex created_date 2022/05/05 · openalex updated_date 2026/07/28
Detection of change-points in a sequence of high-dimensional observations is a very challenging problem, and this becomes even more challenging when the sample size (i.e., the sequence length) is small. In this article, we propose some change-point detection methods based on clustering, which can be conveniently used in such high dimension, low sample size situations. First, we consider the single change-point problem. Using k-means clustering based on some suitable dissimilarity measures, we propose some methods for testing the existence of a change-point and estimating its location. High-dimensional behavior of these proposed methods are investigated under appropriate regularity conditions. Next, we extend our methods for detection of multiple change-points. We carry out extensive numerical studies to compare the performance of our proposed methods with some state-of-the-art methods.