Sequential change-point detection based on nearest neighbors

Sequential change-point detection based on nearest neighbors

Neyman Seminar
Feb 3, 2016, 04:00 PM - 05:00 PM | 1011 Evans Hall | Happening As Scheduled
Hao Chen, UC Davis
As we observe the dynamics of social networks over time, how can we tell if a significant change happens? We propose a new framework for the detection of change-points as data are generated. The approach utilizes nearest neighbor information and can be applied to ongoing sequences of multivariate data or object data. Different stopping times are compared and one relies on recent observations is...