Epidemic change-point detection in general integer-valued time series

In this paper, we consider the structural change in a class of discrete valued time series, where the true conditional distribution of the observations is assumed to be unknown. The conditional mean of the process depends on a parameter θ ∗ which may change over time. We provide sufficient conditions for the consistency and the asymptotic normality of the Poisson quasi-maximum likelihood estimator (QMLE) of the model. We consider an epidemic change-point detection and propose a test statistic based on the QMLE of the parameter. Under the null hypothesis of a constant parameter (no change), the test statistic converges to a distribution obtained from increments of a Browninan bridge. The test statistic diverges to infinity under the epidemic alternative, which establishes that the proposed procedure is consistent in power. The effectiveness of the proposed procedure is illustrated by simulated and real data examples.

Spike detection for calcium activity

We present in this paper a global methodology for the spike detection in a biological context of fluorescence recording of GnRH-neurons calcium activity. For this purpose we first propose a simple stochastic model that could mimic experimental time series by considering an autoregressive AR(1) process with a linear trend and specific innovations involving spiking times. Estimators of parameters with asymptotic normality are established and used to set up a statistical test on estimated innovations in order to detect spikes. We compare several procedures and illustrate on biological data the performance of our procedure.

The CUSUM statistics of change-point models based on dependent sequences

In this paper, we investigate the mean change-point models based on associated sequences. Under some weak conditions, we obtain a limit distribution of CUSUM statistic which can be used to judge the mean change-mount δ n is satisfied or dissatisfied n 1 / 2 δ n = o ( 1 ) . We also study the consistency of sample covariances and change-point location statistics. Based on Normality and Lognormality data, some simulations such as empirical sizes, empirical powers and convergence are presented to test our results. As an important application, we use CUSUM statistics to do the mean change-point analysis for a financial series.

ANALYSIS OF "LEARN-AS-YOU-GO" (LAGO) STUDIES

In Learn-As-you-GO (LAGO) adaptive studies, the intervention is a complex multicomponent package, and is adapted in stages during the study based on past outcome data. This design formalizes standard practice in public health intervention studies. An effective intervention package is sought, while minimizing intervention package cost. In LAGO study data, the interventions in later stages depend upon the outcomes in the previous stages, violating standard statistical theory. We develop an estimator for the intervention effects, and prove consistency and asymptotic normality using a novel coupling argument, ensuring the validity of the test for the hypothesis of no overall intervention effect. We develop a confidence set for the optimal intervention package and confidence bands for the success probabilities under alternative package compositions. We illustrate our methods in the BetterBirth Study, which aimed to improve maternal and neonatal outcomes among 157,689 births in Uttar Pradesh, India through a multicomponent intervention package.