Change Point Analysis of Multivariate Data: Using Multivariate Rank-based Distribution-free Nonparametric Testing via Measure Transportation with Applications in Tumor Microarrays and Dementia
基于测度运输多元秩的分布无关非参数变点分析
In this paper, I propose a general algorithm for multiple change point analysis via multivariate distribution-free nonparametric testing based on the concept of ranks that are defined by measure transportation. Multivariate ranks and the usual one-dimensional ranks both share an important property: they are both distribution-free. This finding allows for the creation of nonparametric tests that are distribution-free under the null hypothesis. This method has applications in…