Abstract
We formulate a model for the off-line estimation of a changepoint in a network setting. The framework naturally allows the parameter space (network size) to grow with the number of observations. We compute the signal-to-noise ratio detectability threshold, and establish the dependence of the rate of convergence and asymptotic distribution on the network size and parameters. In addition, we show that inference can be adaptive, i.e. asymptotically correct confidence intervals can be computed based on the data. We apply the method to the question of whether US Congress has abruptly become more polarized at some point in recent history.
Original language | English (US) |
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Title of host publication | Stochastic Models, Statistics and Their Applications, 2015 |
Editors | Ewaryst Rafajłowicz, Krzysztof Szajowski, Ansgar Steland |
Publisher | Springer New York LLC |
Pages | 197-205 |
Number of pages | 9 |
ISBN (Electronic) | 9783319138800 |
DOIs | |
State | Published - 2015 |
Event | 12th Workshop on Stochastic Models, Statistics and their Applications, 2015 - Wrocław, Poland Duration: Feb 16 2015 → Feb 20 2015 |
Publication series
Name | Springer Proceedings in Mathematics and Statistics |
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Volume | 122 |
ISSN (Print) | 2194-1009 |
ISSN (Electronic) | 2194-1017 |
Other
Other | 12th Workshop on Stochastic Models, Statistics and their Applications, 2015 |
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Country/Territory | Poland |
City | Wrocław |
Period | 2/16/15 → 2/20/15 |
Bibliographical note
Publisher Copyright:© Springer International Publishing Switzerland 2015.