Change-Point Estimation in High-Dimensional Markov Random Field Models

Sandipan Roy, Yves Atchade, George Michailidis

Research output: Contribution to journalArticlepeer-review

27 Citations (SciVal)
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This paper investigates a change-point estimation problem in the context of high-dimensional Markov Random Field models. Change-points represent a key feature in many dynamically evolving network structures. The change-point estimate is obtained by maximizing a profile penalized pseudo-likelihood function under a sparsity assumption. We also derive a tight bound for the estimate, up to a logarithmic factor, even in settings where the number of possible edges in the network far exceeds the sample size. The performance of the proposed estimator is evaluated on synthetic data sets and is also used to explore voting patterns in the US Senate in the 1979-2012 period.
Original languageEnglish
Pages (from-to)1187 - 1206
Number of pages20
JournalJournal of the Royal Statistical Society: Series B - Statistical Methodology
Issue number4
Early online date26 Sept 2016
Publication statusPublished - 1 Sept 2017

Bibliographical note

41 pages, 7 figures


  • stat.ME


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