Change point detection via Gaussian mixture model
Bibliographic record
Abstract
Change point detection aims to find abrupt changes in time series data. These changes denote substantial modifications to the process; these can be modeled as a change in the distribution (in location, scale, or trend). Traditional changepoint detection methods often rely on a cost function to assess if a change occurred in a series. Here, change point detection is investigated in a mixture-model-based clustering framework and a novel change point detection algorithm is developed using a finite mixture of regressions with concomitant variables. Through the introduction of a label correction mechanism, the unstructured clustering-based labels are treated as ordered and distinct segment labels. This approach can detect change points in both univariate and multivariate time series, and different kinds of change can be captured using a parsimonious family of models. Performance is illustrated on both simulated and real data. Journal of Statistical Research 2024, Vol. 58, No. 1, pp. 197-219.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.005 | 0.016 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.002 | 0.002 |
| Bibliometrics | 0.005 | 0.004 |
| Science and technology studies | 0.001 | 0.001 |
| Scholarly communication | 0.002 | 0.003 |
| Open science | 0.004 | 0.002 |
| Research integrity | 0.003 | 0.003 |
| Insufficient payload (model declined to judge) | 0.002 | 0.002 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".