Post Hoc Inference for Component Attribution in Multivariate Change-Point Detection

We consider the post-detection analysis of change-points for multivariate time series, with the goal of identifying which coordinates are responsible for a detected change. After a change-point has been located by an offline detection algorithm, we propose post hoc statistical procedures to determine whether the change occurs in either of two predefined blocks of coordinates or in both. Our methods rely on two-sample testing procedures with a particular focus on nonparametric tests; we provide theoretical guarantees for Type I error control. Simulations and a real-data experiment demonstrate the strong performance of the proposed procedures.

Confirmation of Binary Clustering in Gamma-Ray Bursts through an Integrated $p$-value from Multiple Nonparametric Tests of Hypotheses

The paper applies a new, nonparametric, interpoint distance-based measure to confirm the inherent groups prevailing in the brightest source of light in the universe: gamma-ray bursts. Our effective metric, in association with clustering methods like Gaussian-mixture model-based and $K$-means algorithms, resolves the conflict regarding the possibility about existence of more than binary clusters in the gamma-ray burst population. Here we carry out multiple nonparametric statistical tests of hypotheses, as many as the number of bursts available from the `BATSE' catalog. An integrated $p$-value achieved from the aforesaid dependent tests solves our concern confirming two groups of short and long bursts.