Consistent and powerful graph-based change-point test for high-dimensional data

Proc Natl Acad Sci U S A. 2017 Apr 11;114(15):3873-3878. doi: 10.1073/pnas.1702654114. Epub 2017 Mar 29.

Abstract

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 powerful against alternatives with a shift in variance and is accurate in change-point estimation, as shown in simulation studies. Its applicability in tracking cell division is illustrated.

Keywords: Bayesian-type statistic; cell division; minimum spanning tree; ratio cut; shortest Hamilton path.

Publication types

  • Research Support, Non-U.S. Gov't