arXiv subjects

Gaby Schneider

Publications and source records attributed to Gaby Schneider.

5 recordsLinked to original sources

arXiv2024

Bivariate change point detection in movement direction and speed

Biological movement patterns can sometimes be quasi linear with abrupt changes in direction and speed, as in plastids in root cells investigated here. For the analysis of such changes we propose a new stochastic model for movement along linear structures. Maximum likelihood estimators are provided, and due to serial dependencies of increments, the classical MOSUM statistic is replaced by a moving kernel estimator. Convergence of the resulting difference process and strong consistency of the variance estimator are shown. We estimate the change points and propose a graphical technique to distinguish between change points in movement direction and speed.

math.ST↗

arXiv2018

Multi-scale detection of variance changes in renewal processes in the presence of rate change points

Non-stationarity of the rate or variance of events is a well-known problem in the description and analysis of time series of events, such as neuronal spike trains. A multiple filter test (MFT) for rate homogeneity has been proposed earlier that detects change points on multiple time scales simultaneously. It is based on a filtered derivative approach, and the rejection threshold derives from a Gaussian limit process $L$ which is independent of the point process parameters. Here we extend the MFT to variance homogeneity of life times. When the rate is constant, the MFT extends directly to the null hypothesis of constant variance. In the presence of rate change points, we propose to incorporate estimates of these in the test for variance homogeneity, using an adaptation of the test statistic. The resulting limit process shows slight deviations from $L$ that depend on unknown process parameters. However, these deviations are small and do not considerably change the properties of the statistical test. This allows practical application, e.g.~to neuronal spike trains, which indicates various profiles of rate and variance change points.

stat.AP↗

arXiv2016

Multi-scale detection of rate changes in spike trains with weak dependencies

The statistical analysis of neuronal spike trains by models of point processes often relies on the assumption of constant process parameters. However, it is a well-known problem that the parameters of empirical spike trains can be highly variable, such as for example the firing rate. In order to test the null hypothesis of a constant rate and to estimate the change points, a Multiple Filter Test (MFT) and a corresponding algorithm (MFA) have been proposed that can be applied under the assumption of independent inter spike intervals (ISIs). As empirical spike trains often show weak dependencies in the correlation structure of ISIs, we extend the MFT here to point processes associated with short range dependencies. By specifically estimating serial dependencies in the test statistic, we show that the new MFT can be applied to a variety of empirical firing patterns, including positive and negative serial correlations as well as tonic and bursty firing. The new MFT is applied to a data set of empirical spike trains with serial correlations, and simulations show improved performance against methods that assume independence. In case of positive correlations, our new MFT is necessary to reduce the number of false positives, which can be highly enhanced when falsely assuming independence. For the frequent case of negative correlations, the new MFT shows an improved detection probability of change points and thus, also a higher potential of signal extraction from noisy spike trains.

math.ST↗

arXiv2016

The Shark Fin Function - Asymptotic Behavior of the Filtered Derivative for Point Processes in Case of Change Points

A multiple filter test (MFT) for the analysis and detection of rate change points in point processes on the line has been proposed recently. The underlying statistical test investigates the null hypothesis of constant rate. For that purpose, multiple filtered derivative processes are observed simultaneously. Under the null hypothesis, each process $G$ asymptotically takes the form \begin{align*} G \sim L, \end{align*} while $L$ is a zero-mean Gaussian process with unit variance. This result is used to derive a rejection threshold for statistical hypothesis testing. The purpose of this paper is to describe the behavior of $G$ under the alternative hypothesis of rate changes and potential simultaneous variance changes. We derive the approximation \begin{align*} G \sim Δ\cdot\left(Λ+ L\right), \end{align*} with deterministic functions $Δ$ and $Λ$. The function $Λ$ accounts for the systematic deviation of $G$ in the neighborhood of a change point. When only the rate changes, $Λ$ is hat shaped. When also the variance changes, $Λ$ takes the form of a shark's fin. In addition, the parameter estimates required in practical application are not consistent in the neighborhood of a change point. Therefore, we derive the factor $Δ$ termed here the distortion function. It accounts for the lack in consistency and describes the local parameter estimating process relative to the true scaling of the filtered derivative process.

math.ST↗

arXiv2015

A multiple filter test for the detection of rate changes in renewal processes with varying variance

Nonstationarity of the event rate is a persistent problem in modeling time series of events, such as neuronal spike trains. Motivated by a variety of patterns in neurophysiological spike train recordings, we define a general class of renewal processes. This class is used to test the null hypothesis of stationary rate versus a wide alternative of renewal processes with finitely many rate changes (change points). Our test extends ideas from the filtered derivative approach by using multiple moving windows simultaneously. To adjust the rejection threshold of the test, we use a Gaussian process, which emerges as the limit of the filtered derivative process. We also develop a multiple filter algorithm, which can be used when the null hypothesis is rejected in order to estimate the number and location of change points. We analyze the benefits of multiple filtering and its increased detection probability as compared to a single window approach. Application to spike trains recorded from dopamine midbrain neurons in anesthetized mice illustrates the relevance of the proposed techniques as preprocessing steps for methods that assume rate stationarity. In over 70% of all analyzed spike trains classified as rate nonstationary, different change points were detected by different window sizes.

stat.AP↗