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Parametric Statistical Change Point Analysis
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Book Synopsis Parametric Statistical Change Point Analysis by : Jie Chen
Download or read book Parametric Statistical Change Point Analysis written by Jie Chen and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recently there has been a keen interest in the statistical analysis of change point detec tion and estimation. Mainly, it is because change point problems can be encountered in many disciplines such as economics, finance, medicine, psychology, geology, litera ture, etc. , and even in our daily lives. From the statistical point of view, a change point is a place or time point such that the observations follow one distribution up to that point and follow another distribution after that point. Multiple change points problem can also be defined similarly. So the change point(s) problem is two fold: one is to de cide if there is any change (often viewed as a hypothesis testing problem), another is to locate the change point when there is a change present (often viewed as an estimation problem). The earliest change point study can be traced back to the 1950s. During the fol lowing period of some forty years, numerous articles have been published in various journals and proceedings. Many of them cover the topic of single change point in the means of a sequence of independently normally distributed random variables. Another popularly covered topic is a change point in regression models such as linear regres sion and autoregression. The methods used are mainly likelihood ratio, nonparametric, and Bayesian. Few authors also considered the change point problem in other model settings such as the gamma and exponential.
Book Synopsis Parametric Statistical Change Point Analysis by : Jie Chen
Download or read book Parametric Statistical Change Point Analysis written by Jie Chen and published by Birkhäuser. This book was released on 2000-06-15 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recently there has been a keen interest in the statistical analysis of change point detec tion and estimation. Mainly, it is because change point problems can be encountered in many disciplines such as economics, finance, medicine, psychology, geology, litera ture, etc. , and even in our daily lives. From the statistical point of view, a change point is a place or time point such that the observations follow one distribution up to that point and follow another distribution after that point. Multiple change points problem can also be defined similarly. So the change point(s) problem is two fold: one is to de cide if there is any change (often viewed as a hypothesis testing problem), another is to locate the change point when there is a change present (often viewed as an estimation problem). The earliest change point study can be traced back to the 1950s. During the fol lowing period of some forty years, numerous articles have been published in various journals and proceedings. Many of them cover the topic of single change point in the means of a sequence of independently normally distributed random variables. Another popularly covered topic is a change point in regression models such as linear regres sion and autoregression. The methods used are mainly likelihood ratio, nonparametric, and Bayesian. Few authors also considered the change point problem in other model settings such as the gamma and exponential.
Book Synopsis Parametric Statistical Change Point Analysis by :
Download or read book Parametric Statistical Change Point Analysis written by and published by . This book was released on 2011-11-01 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Nonparametric Methods in Change Point Problems by : E. Brodsky
Download or read book Nonparametric Methods in Change Point Problems written by E. Brodsky and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt: The explosive development of information science and technology puts in new problems involving statistical data analysis. These problems result from higher re quirements concerning the reliability of statistical decisions, the accuracy of math ematical models and the quality of control in complex systems. A new aspect of statistical analysis has emerged, closely connected with one of the basic questions of cynergetics: how to "compress" large volumes of experimental data in order to extract the most valuable information from data observed. De tection of large "homogeneous" segments of data enables one to identify "hidden" regularities in an object's behavior, to create mathematical models for each seg ment of homogeneity, to choose an appropriate control, etc. Statistical methods dealing with the detection of changes in the characteristics of random processes can be of great use in all these problems. These methods have accompanied the rapid growth in data beginning from the middle of our century. According to a tradition of more than thirty years, we call this sphere of statistical analysis the "theory of change-point detection. " During the last fifteen years, we have witnessed many exciting developments in the theory of change-point detection. New promising directions of research have emerged, and traditional trends have flourished anew. Despite this, most of the results are widely scattered in the literature and few monographs exist. A real need has arisen for up-to-date books which present an account of important current research trends, one of which is the theory of non parametric change--point detection.
Book Synopsis Parametric Statistical Change Point Analysis by : Jie Chen
Download or read book Parametric Statistical Change Point Analysis written by Jie Chen and published by . This book was released on 2014-01-15 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Bayesian Time Series Models by : David Barber
Download or read book Bayesian Time Series Models written by David Barber and published by Cambridge University Press. This book was released on 2011-08-11 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first unified treatment of time series modelling techniques spanning machine learning, statistics, engineering and computer science.
Book Synopsis Density Ratio Estimation in Machine Learning by : Masashi Sugiyama
Download or read book Density Ratio Estimation in Machine Learning written by Masashi Sugiyama and published by Cambridge University Press. This book was released on 2012-02-20 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces theories, methods and applications of density ratio estimation, a newly emerging paradigm in the machine learning community.
Book Synopsis Structural, Syntactic, and Statistical Pattern Recognition by : Georgy Gimel ́farb
Download or read book Structural, Syntactic, and Statistical Pattern Recognition written by Georgy Gimel ́farb and published by Springer. This book was released on 2012-10-22 with total page 755 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume constitutes the refereed proceedings of the Joint IAPR International Workshops on Structural and Syntactic Pattern Recognition (SSPR 2012) and Statistical Techniques in Pattern Recognition (SPR 2012), held in Hiroshima, Japan, in November 2012 as a satellite event of the 21st International Conference on Pattern Recognition, ICPR 2012. The 80 revised full papers presented together with 1 invited paper and the Pierre Devijver award lecture were carefully reviewed and selected from more than 120 initial submissions. The papers are organized in topical sections on structural, syntactical, and statistical pattern recognition, graph and tree methods, randomized methods and image analysis, kernel methods in structural and syntactical pattern recognition, applications of structural and syntactical pattern recognition, clustering, learning, kernel methods in statistical pattern recognition, kernel methods in statistical pattern recognition, as well as applications of structural, syntactical, and statistical methods.
Book Synopsis A Parametric Approach to Nonparametric Statistics by : Mayer Alvo
Download or read book A Parametric Approach to Nonparametric Statistics written by Mayer Alvo and published by Springer. This book was released on 2018-10-12 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book demonstrates that nonparametric statistics can be taught from a parametric point of view. As a result, one can exploit various parametric tools such as the use of the likelihood function, penalized likelihood and score functions to not only derive well-known tests but to also go beyond and make use of Bayesian methods to analyze ranking data. The book bridges the gap between parametric and nonparametric statistics and presents the best practices of the former while enjoying the robustness properties of the latter. This book can be used in a graduate course in nonparametrics, with parts being accessible to senior undergraduates. In addition, the book will be of wide interest to statisticians and researchers in applied fields.
Book Synopsis Sequential Analysis by : Alexander Tartakovsky
Download or read book Sequential Analysis written by Alexander Tartakovsky and published by CRC Press. This book was released on 2014-08-27 with total page 600 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important applications in which theoretical results can be used efficiently. The book reviews recent accomplishments in hypothesis testing and changepoint detecti
Book Synopsis Change-point Problems by : Edward G. Carlstein
Download or read book Change-point Problems written by Edward G. Carlstein and published by IMS. This book was released on 1994 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Non-Parametric Statistical Diagnosis by : E. Brodsky
Download or read book Non-Parametric Statistical Diagnosis written by E. Brodsky and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt: Non-Parametric Statistical Diagnosis
Book Synopsis Change-Point Analysis in Nonstationary Stochastic Models by : Boris Brodsky
Download or read book Change-Point Analysis in Nonstationary Stochastic Models written by Boris Brodsky and published by CRC Press. This book was released on 2016-12-12 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the development of methods for detection and estimation of changes in complex systems. These systems are generally described by nonstationary stochastic models, which comprise both static and dynamic regimes, linear and nonlinear dynamics, and constant and time-variant structures of such systems. It covers both retrospective and sequential problems, particularly theoretical methods of optimal detection. Such methods are constructed and their characteristics are analyzed both theoretically and experimentally. Suitable for researchers working in change-point analysis and stochastic modelling, the book includes theoretical details combined with computer simulations and practical applications. Its rigorous approach will be appreciated by those looking to delve into the details of the methods, as well as those looking to apply them.
Book Synopsis Innovations in Multivariate Statistical Modeling by : Andriëtte Bekker
Download or read book Innovations in Multivariate Statistical Modeling written by Andriëtte Bekker and published by Springer Nature. This book was released on 2022-12-15 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multivariate statistical analysis has undergone a rich and varied evolution during the latter half of the 20th century. Academics and practitioners have produced much literature with diverse interests and with varying multidisciplinary knowledge on different topics within the multivariate domain. Due to multivariate algebra being of sustained interest and being a continuously developing field, its appeal breaches laterally across multiple disciplines to act as a catalyst for contemporary advances, with its core inferential genesis remaining in that of statistics. It is exactly this varied evolution caused by an influx in data production, diffusion, and understanding in scientific fields that has blurred many lines between disciplines. The cross-pollination between statistics and biology, engineering, medical science, computer science, and even art, has accelerated the vast amount of questions that statistical methodology has to answer and report on. These questions are often multivariate in nature, hoping to elucidate uncertainty on more than one aspect at the same time, and it is here where statistical thinking merges mathematical design with real life interpretation for understanding this uncertainty. Statistical advances benefit from these algebraic inventions and expansions in the multivariate paradigm. This contributed volume aims to usher novel research emanating from a multivariate statistical foundation into the spotlight, with particular significance in multidisciplinary settings. The overarching spirit of this volume is to highlight current trends, stimulate a focus on, and connect multidisciplinary dots from and within multivariate statistical analysis. Guided by these thoughts, a collection of research at the forefront of multivariate statistical thinking is presented here which has been authored by globally recognized subject matter experts.
Book Synopsis Limit Theorems in Change-Point Analysis by : Miklós Csörgö
Download or read book Limit Theorems in Change-Point Analysis written by Miklós Csörgö and published by John Wiley & Sons. This book was released on 1997-12-29 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: Change-point problems arise in a variety of experimental and mathematical sciences, as well as in engineering and health sciences. This rigorously researched text provides a comprehensive review of recent probabilistic methods for detecting various types of possible changes in the distribution of chronologically ordered observations. Further developing the already well-established theory of weighted approximations and weak convergence, the authors provide a thorough survey of parametric and non-parametric methods, regression and time series models together with sequential methods. All but the most basic models are carefully developed with detailed proofs, and illustrated by using a number of data sets. Contains a thorough survey of: The Likelihood Approach Non-Parametric Methods Linear Models Dependent Observations This book is undoubtedly of interest to all probabilists and statisticians, experimental and health scientists, engineers, and essential for those working on quality control and surveillance problems. Foreword by David Kendall
Book Synopsis Estimations and Tests in Change-Point Models by : Pons Odile
Download or read book Estimations and Tests in Change-Point Models written by Pons Odile and published by World Scientific. This book was released on 2018-05-28 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a detailed exposition of the specific properties of methods of estimation and test in a wide range of models with changes. They include parametric and nonparametric models for samples, series, point processes and diffusion processes, with changes at the threshold of variables or at a time or an index of sampling. The book contains many new results and fills a gap in statistics literature, where the asymptotic properties of the estimators and test statistics in singular models are not sufficiently developed. It is suitable for graduate students and scientific researchers working in the industry, governmental laboratories and academia.
Book Synopsis Research Papers in Statistical Inference for Time Series and Related Models by : Yan Liu
Download or read book Research Papers in Statistical Inference for Time Series and Related Models written by Yan Liu and published by Springer Nature. This book was released on 2023-05-31 with total page 591 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic time series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models. Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the goodness-of-fit, higher-order asymptotic expansion, minimum contrast estimation, optimal transportation, and topological methods are proposed, considered, or applied to complex data based on the statistical inference for stochastic processes. The performances of these methods are illustrated by a variety of data analyses. This collection of original papers provides the reader with comprehensive and state-of-the-art theoretical works on time series and related models. It contains deep and profound treatments of the asymptotic theory of statistical inference. In addition, many specialized methodologies based on the asymptotic theory are presented in a simple way for a wide variety of statistical models. This Festschrift finds its core audiences in statistics, signal processing, and econometrics.
