High-dimensional, multiscale online changepoint detection

Autor: Chen, Y, Wang, T, Samworth, RJ

We introduce a new method for high-dimensional, online changepoint detection in settings where a $p$-variate Gaussian data stream may undergo a change in mean. The procedure works by performing likelihood ratio tests against simple alternatives of di

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aec37a9cdbbd7ff58fbca556f45e0be1
http://eprints.lse.ac.uk/113665/

Inference in High-Dimensional Online Changepoint Detection.

Autor: Chen Y; Statistical Laboratory, University of Cambridge, Cambridge, UK.; London School of Economics and Political Science, London, UK., Wang T; London School of Economics and Political Science, London, UK., Samworth RJ; Statistical Laboratory, University of Cambridge, Cambridge, UK.

Publikováno v: Journal of the American Statistical Association [J Am Stat Assoc] 2023 May 26; Vol. 119 (546), pp. 1461-1472. Date of Electronic Publication: 2023 May 26 (Print Publication: 2024).

High-dimensional change point estimation via sparse projection

Autor: Wang, T, Samworth, RJ

Changepoints are a very common feature of Big Data that arrive in the form of a data stream. In this paper, we study high-dimensional time series in which, at certain time points, the mean structure changes in a sparse subset of the coordinates. The

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::86890f2d3985311b1e2f079b960e2ceb
https://www.repository.cam.ac.uk/handle/1810/265277

USP: an independence test that improves on Pearson's chi-squared and the G -test.

Autor: Berrett TB; University of Warwick, Coventry CV4 7AL, UK., Samworth RJ; University of Cambridge, Cambridge CB2 1TN, UK.

Publikováno v: Proceedings. Mathematical, physical, and engineering sciences [Proc Math Phys Eng Sci] 2021 Dec; Vol. 477 (2256), pp. 20210549. Date of Electronic Publication: 2021 Dec 08.

Single-dose BNT162b2 vaccine protects against asymptomatic SARS-CoV-2 infection.

Autor: Jones NK; Cambridge University NHS Hospitals Foundation Trust, Cambridge, United Kingdom.; Clinical Microbiology & Public Health Laboratory, Public Health England, Cambridge, United Kingdom., Rivett L; Cambridge University NHS Hospitals Foundation Trust, Cambridge, United Kingdom.; Clinical Microbiology & Public Health Laboratory, Public Health England, Cambridge, United Kingdom., Seaman S; Medical Research Council Biostatistics Unit, University of Cambridge, Cambridge, United Kingdom., Samworth RJ; Statistical Laboratory, Centre for Mathematical Sciences, University of Cambridge, Cambridge, United Kingdom., Warne B; Cambridge University NHS Hospitals Foundation Trust, Cambridge, United Kingdom.; Cambridge Institute of Therapeutic Immunology & Infectious Disease, University of Cambridge, Cambridge, United Kingdom.; Department of Medicine, University of Cambridge, Cambridge, United Kingdom., Workman C; Occupational Health and Wellbeing, Cambridge Biomedical Campus, Cambridge, United Kingdom., Ferris M; Occupational Health and Wellbeing, Cambridge Biomedical Campus, Cambridge, United Kingdom., Wright J; Occupational Health and Wellbeing, Cambridge Biomedical Campus, Cambridge, United Kingdom., Quinnell N; Occupational Health and Wellbeing, Cambridge Biomedical Campus, Cambridge, United Kingdom., Shaw A; Cambridge University NHS Hospitals Foundation Trust, Cambridge, United Kingdom., Goodfellow IG; Division of Virology, Department of Pathology, University of Cambridge, Cambridge, United Kingdom., Lehner PJ; Cambridge University NHS Hospitals Foundation Trust, Cambridge, United Kingdom.; Cambridge Institute of Therapeutic Immunology & Infectious Disease, University of Cambridge, Cambridge, United Kingdom.; Department of Medicine, University of Cambridge, Cambridge, United Kingdom., Howes R; Cambridge COVID-19 Testing Centre and AstraZeneca, Anne McLaren Building, Cambridge, United Kingdom., Wright G; Occupational Health and Wellbeing, Cambridge Biomedical Campus, Cambridge, United Kingdom., Matheson NJ; Cambridge University NHS Hospitals Foundation Trust, Cambridge, United Kingdom.; Cambridge Institute of Therapeutic Immunology & Infectious Disease, University of Cambridge, Cambridge, United Kingdom.; Department of Medicine, University of Cambridge, Cambridge, United Kingdom.; NHS Blood and Transplant, Cambridge, United Kingdom., Weekes MP; Cambridge University NHS Hospitals Foundation Trust, Cambridge, United Kingdom.; Department of Medicine, University of Cambridge, Cambridge, United Kingdom.; Cambridge Institute for Medical Research, University of Cambridge, Cambridge, United Kingdom.

Publikováno v: ELife [Elife] 2021 Apr 08; Vol. 10. Date of Electronic Publication: 2021 Apr 08.