Explanipedia

Change-Point Detection in Dynamic Networks with Missing Links Open

Farida Enikeeva, Olga Klopp · 2025

Unveiling Hidden Shifts: Detecting Change Points in Dynamic Networks with Missing Links Dynamic networks are ubiquitous in a world increasingly driven by interconnected systems from social media platforms to financial transactions, transpo…

Change point detection in low-rank VAR processes Open

Farida Enikeeva, Olga Klopp, Mathilde Rousselot · 2023

Vector autoregressive (VAR) models are widely used in multivariate time series analysis for describing the short-time dynamics of the data. The reduced-rank VAR models are of particular interest when dealing with high-dimensional and highl…

Change-Point Detection in Dynamic Networks with Missing Links Open

Farida Enikeeva, Olga Klopp · 2021

Structural changes occur in dynamic networks quite frequently and its detection is an important question in many situations such as fraud detection or cybersecurity. Real-life networks are often incompletely observed due to individual non-…

Bump detection in the presence of dependency: Does it ease or does it load? Open

Farida Enikeeva, Axel Munk, Markus Pohlmann, Frank Werner · 2020

We provide the asymptotic minimax detection boundary for a bump, i.e. an abrupt change, in the mean function of a stationary Gaussian process. This will be characterized in terms of the asymptotic behavior of the bump length and height as …

COVID-19 impact assessment on the French radiological centers: a nationwide survey Open

Guillaume Herpe, Mathieu Naudin, Mathieu Léderlin, Farida Enikeeva, Olivier Boumendil , et al. · 2020

Change-point detection, segmentation, and related topics Open

Jean‐Marc Bardet, Vincent Brault, Sergueï Dachian, Farida Enikeeva, Bruno Saussereau · 2020

Recent contributions to change-point detection, segmentation and inference for non-regular models are presented. Various problems are considered including the multiple change-point estimation with adaptive penalty for time series with diff…

Bump detection in the presence of dependency: Does it ease or does it\n load? Open

Farida Enikeeva, Axel Munk, Markus Pöhlmann, Frank Werner · 2019

We provide the asymptotic minimax detection boundary for a bump, i.e. an\nabrupt change, in the mean function of a stationary Gaussian process. This will\nbe characterized in terms of the asymptotic behavior of the bump length and\nheight …

High-dimensional change-point detection under sparse alternatives Open

Farida Enikeeva, Zaïd Harchaoui · 2019

We consider the problem of detecting a change in mean in a sequence of high-dimensional Gaussian vectors. The change in mean may be occurring simultaneously in an unknown subset components. We propose a hypothesis test to detect the presen…

Bump detection in heterogeneous Gaussian regression Open

Farida Enikeeva, Axel Munk, Frank Werner · 2017

We analyze the effect of a heterogeneous variance on bump detection in a Gaussian regression model. To this end we allow for a simultaneous bump in the variance and specify its impact on the difficulty to detect the null signal against a s…

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