Some Clustering-based Change-point Detection Methods Applicable to High Dimension, Low Sample Size Data
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Abstract (arXiv)
Detection of change-points in a sequence of high-dimensional observations is a very challenging problem, and this becomes even more challenging when the sample size (i.e., the sequence length) is small. In this article, we propose some change-point detection methods based on clustering, which can be conveniently used in such high dimension, low sample size situations. First, we consider the single change-point problem. Using k-means clustering based on some suitable dissimilarity measures, we propose some methods for testing the existence of a change-point and estimating its location. High-dimensional behavior of these proposed methods are investigated under appropriate regularity conditions. Next, we extend our methods for detection of multiple change-points. We carry out extensive numerical studies to compare the performance of our proposed methods with some state-of-the-art methods.
Key facts. Cited by 3 papers in the map (data through 7 Oct 2026). First posted on arXiv 28 Nov 2021.
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Citing papers per year: 2024: 1; 2025: 2.
3 papers.
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- 2025Bayesian Models for Joint Selection of Features and Auto-Regressive Lags: Theory and Applications in Environmental and Financial Forecasting12 Aug 2025
- 2025Distribution-free inference for LightGBM and GLM with Tweedie loss9 Jul 2025
- 2024Interval Estimation of Coefficients in Penalized Regression Models of Insurance Data1 Oct 2024