scholarly journals Change point estimation in high dimensional Markov random-field models

2016 ◽  
Vol 79 (4) ◽  
pp. 1187-1206 ◽  
Author(s):  
Sandipan Roy ◽  
Yves Atchadé ◽  
George Michailidis
Keyword(s):  
Random Field ◽  
Markov Random Field ◽  
Change Point ◽  
Point Estimation ◽  
High Dimensional ◽  
Change Point Estimation ◽  
Markov Random

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

2017 ◽  
Vol 114 (15) ◽  
pp. 3873-3878 ◽  
Author(s):  
Xiaoping Shi ◽  
Yuehua Wu ◽  
Calyampudi Radhakrishna Rao
Keyword(s):  
Change Point ◽  
Hamiltonian Path ◽  
Point Estimation ◽  
Change Point Detection ◽  
High Dimensional ◽  
Simulation Studies ◽  
Change Point Estimation ◽  
Change Point Test ◽  
Point Test ◽  
Point Detection

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.

Markov Random Field Models for High-Dimensional Parameters in Simulations of Fluid Flow in Porous Media

Technometrics ◽  
2002 ◽  
Vol 44 (3) ◽  
pp. 230-241 ◽  
Author(s):  
Herbert K H Lee ◽  
Dave M Higdon ◽  
Zhuoxin Bi ◽  
Marco A R Ferreira ◽  
Mike West
Keyword(s):  
Porous Media ◽  
Fluid Flow ◽  
Random Field ◽  
Markov Random Field ◽  
Flow In Porous Media ◽  
High Dimensional ◽  
Markov Random ◽  
Dimensional Parameters

Fusion Moves for Markov Random Field Optimization

2010 ◽  
Vol 32 (8) ◽  
pp. 1392-1405 ◽  
Author(s):  
Victor Lempitsky ◽  
Carsten Rother ◽  
Stefan Roth ◽  
Andrew Blake
Keyword(s):  
Random Field ◽  
Markov Random Field ◽  
Markov Random
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