IDEAS home Printed from https://ideas.repec.org/a/eee/matcom/v169y2020icp16-25.html
   My bibliography  Save this article

A computationally efficient approach on detecting star-shaped change boundaries in random fields with heavy-tailed distributions

Author

Listed:
  • Cheng, Tsung-Lin
  • Wang, Jheng-Ting

Abstract

One of the difficulties on detecting the change boundary in a random field is the implementation, especially when the random disturbances have heavy-tailed distributions. Thank to the gearing of the computer technology, a huge amount of image data can be retrieved in real time. In the cases when a change boundary is star-shaped (e.g. circular or elliptical) and divides an area into two regions with different distributions, some well-known methods dealing with random fields in Cartesian coordinate cannot be directly applied to detect the boundary computationally efficiently. In particular, when the distribution of the underlying region is heavy-tailed, some moment-based CUSUM estimators are not viable. In this paper, we propose a computationally efficient method to detect the star-shaped change boundaries in a stationary random field. Instead of Cartesian coordinate, we consider the random fields to be polar-coordinated indexed. Compared with the existed approaches, our simulation studies show that our method can outperform especially for change-in-variance problems in the heavy-tailed distributional models.

Suggested Citation

  • Cheng, Tsung-Lin & Wang, Jheng-Ting, 2020. "A computationally efficient approach on detecting star-shaped change boundaries in random fields with heavy-tailed distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 169(C), pages 16-25.
  • Handle: RePEc:eee:matcom:v:169:y:2020:i:c:p:16-25
    DOI: 10.1016/j.matcom.2019.10.008
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378475419303118
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.matcom.2019.10.008?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Cheng, Tsung-Lin, 2009. "An efficient algorithm for estimating a change-point," Statistics & Probability Letters, Elsevier, vol. 79(5), pages 559-565, March.
    2. Qin, Ruibing & Tian, Zheng & Jin, Hao & Zhang, Xiaowei, 2010. "Strong convergence rate of robust estimator of change point," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 80(10), pages 2026-2032.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Qin, Ruibing & Tian, Zheng & Jin, Hao & Zhang, Xiaowei, 2010. "Strong convergence rate of robust estimator of change point," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 80(10), pages 2026-2032.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:matcom:v:169:y:2020:i:c:p:16-25. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/mathematics-and-computers-in-simulation/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.