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arXiv 2601.22147stat.ME
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多变量变化点检测的方差分量评分检验及其在移动健康中的应用

Variance component score test for multivariate change point detection with applications to mobile health

University of Pennsylvania(宾夕法尼亚大学);Penn-Children's Hospital of Philadelphia Lifespan Brain Institute, University of Pennsylvania(宾夕法尼亚大学费城儿童医院生命周期大脑研究所)

Melissa Lynne Martin, Juliette Brook, Sage Rush, Theodore D. Satterthwaite, Ian J. Barnett

AI总结:

本文提出了一种基于方差分量的评分检验方法,用于多变量变化点检测,并在移动健康数据中验证其有效性。

摘要:

多变量变化点检测是指在多个特征上识别时间有序数据中的分布变化。当特征数量相对于观测数量较大时,这一任务尤其具有挑战性。这在移动健康中经常出现,其中在高风险患者中必须实时检测行为变化,以及时采取干预措施。我们提出了一种方差分量评分检验(VC*),用于仅使用变化点前的数据来估计分布参数,以检测特征均值和/或方差的变化。通过模拟研究,我们证明VC*在检测能力上优于现有方法。此外,我们证明在大多数情况下,通过仅使用变化点前的天数来估计参数以减少偏差,可以抵消估计方差增加的影响。最后,我们将VC*和竞争方法应用于被动收集的智能手机数据,在青少年和年轻成人中检测情绪不稳定。

英文摘要:

Multivariate change point detection is the process of identifying distributional shifts in time-ordered data across multiple features. This task is particularly challenging when the number of features is large relative to the number of observations. This problem is often present in mobile health, where behavioral changes in at-risk patients must be detected in real time in order to prompt timely interventions. We propose a variance component score test (VC*) for detecting changes in feature means and/or variances using only pre-change point data to estimate distributional parameters. Through simulation studies, we show that VC* has higher power than existing methods. Moreover, we demonstrate that reducing bias by using only pre-change point days to estimate parameters outweighs the increased estimator variances in most scenarios. Lastly, we apply VC* and competing methods to passively collected smartphone data in adolescents and young adults with affective instability.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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