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

arXiv: https://arxiv.org/abs/1405.6176 · HTML: https://mlsanity.com/paper/1405.6176/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 23 May 2014.

## Built on by (most cited first, 5 of 5)

- [Random Forests for Change Point Detection](https://mlsanity.com/paper/2205.04997/) (2022)
- [Segmentation of high dimensional means over multi-dimensional change points and connections to regression trees](https://mlsanity.com/paper/2105.10017/) (2021)
- [High-Dimensional Differential Parameter Inference in Exponential Family using Time Score Matching](https://mlsanity.com/paper/2410.10637/) (2024)
- [Solution Path of Time-varying Markov Random Fields with Discrete Regularization](https://mlsanity.com/paper/2307.13750/) (2023)
- [Dynamic Interpretable Change Point Detection](https://mlsanity.com/paper/2211.03991/) (2022)

## Abstract (arXiv)

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.