Change Point Estimation in High Dimensional Markov Random-Field Models
研究了高维马尔可夫随机场模型中变点的估计方法，通过最大化带惩罚的伪似然函数得到估计量，并给出了误差界，适用于边数远超样本量的场景，在合成数据和美国参议院投票数据上验证了效果。
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.