A statistical framework for analyzing shape in a time series of random geometric objects
随机几何对象时间序列的形状分析统计框架AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要明确采用函数型时间序列框架并构造拓扑变化检验,因此对应时间序列与结构变化方法,实际应用为生物数据。
随机几何对象时间序列的形状分析统计框架AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
We introduce a new framework to analyze shape descriptors that capture the geometric features of an ensemble of point clouds. At the core of our approach is the point of view that the data arises as sampled recordings from a metric space-valued stochastic process, possibly of nonstationary nature, thereby integrating geometric data analysis into the realm of functional time series analysis. Our framework allows for natural incorporation of spatial-temporal dynamics, heterogeneous sampling, and the study of convergence rates. Further, we derive complete invariants for classes of metric space-valued stochastic processes in the spirit of Gromov, and relate these invariants to so-called ball volume processes. Under mild dependence conditions, a weak invariance principle in D([0,1]×[0,R]) is established for sequential empirical versions of the latter, assuming the probabilistic structure possibly changes over time. Finally, we use this result to introduce novel test statistics for topological change, which are distribution-free in the limit under the hypothesis of stationarity. We explore these test statistics on time series of single-cell mRNA expression data, using shape descriptors coming from topological data analysis.
度量空间时间序列的在线分布变化检测
We propose an online testing framework for detecting distributional changes in serially dependent data with values in a separable metric space. Based on two-sample $U$-statistics, the framework encompasses sequential analogs of energy distance and maximum mean discrepancy (MMD) procedures while accommodating temporal dependence. We establish asymptotic theory for finite and open-ended monitoring horizons that characterizes the full asymptotic run-length distribution under $H_0$…
DoTime:干预与反事实时间序列的合成基准生成器
Most benchmarks for causal inference over time series are observational, small, or domain-specific, leaving interventional and counterfactual estimation under-served exactly where it matters most, such as in healthcare, policy evaluation, and climate science. We introduce \textbf{DoTime}, an open, scalable, and theoretically grounded generator of multivariate temporal structural causal models (TSCMs) with interventions, released as the \code{dotime} PyPI package together…
对象值时间序列的变点检测
This article is concerned with change point detection for object-valued data that reside in a metric space, which has attracted some recent interests in statistics and econometrics literature. The existing methods either focus on independent data or can only detect change in the Fréchet mean or variance. In this article, we propose a self-normalization (SN, hereafter) based statistic for detecting a shift in the marginal distribution of object-valued time series. Our test is…
时间依赖球面随机场的多尺度 CUSUM 检验
This paper investigates the asymptotic behavior of structural break tests in the harmonic domain for time dependent spherical random fields. In particular, we prove a functional central limit theorem result for the fluctuations over time of the sample spherical harmonic coefficients, under the null of isotropy and stationarity; furthermore, we prove consistency of the corresponding CUSUM test, under a broad range of alternatives, including deterministic trend, abrupt change,…
网络时间序列中的顶点错位与变点定位
Inference for time series of networks often relies on accurate vertex correspondence between network realizations at different times. In practice, however, such vertex alignments can be misspecified or unknown. We study the impact of vertex alignment on changepoint localization for dynamic networks through two illustrative models, each with a similar changepoint, with the key distinction being whether changepoint information is contained in marginal or joint distributions of…
多变量时间序列中异步变点的网络建模
This article introduces a novel Bayesian method for asynchronous change-point detection in multivariate time series. This method allows for change-points to occur earlier in some (leading) series followed, after a short delay, by change-points in some other (lagging) series. Such dynamic dependence structure is common in fields such as seismology and neurology where a latent event such as an earthquake or seizure causes certain sensors to register change-points before…