Change-point detection on Synthetic high-dimensional data (variance change Σ = 2Id)
0.99Mean ProbabilityKernel
Evaluation Results
| Method | Links | |
|---|---|---|
| Kerneldimension (d)=500, window length (n)=50, significance level=2.5%2025.12 | 0.99 | |
| GSR_CGdimension (d)=100, window length (n)=35, significance level=2.5%2025.12 | 0.99 | |
| GSR_CGdimension (d)=100, window length (n)=50, significance level=2.5%2025.12 | 0.99 | |
| GSR_CGdimension (d)=10, window length (n)=35, significance level=2.5%2025.12 | 0.98 | |
| GSR_CGdimension (d)=50, window length (n)=35, significance level=2.5%2025.12 | 0.98 | |
| GSR_CGdimension (d)=500, window length (n)=35, significance level=2.5%2025.12 | 0.98 | |
| GSR_CGdimension (d)=500, window length (n)=50, significance level=2.5%2025.12 | 0.98 | |
| GSR_CGdimension (d)=10, window length (n)=50, significance level=2.5%2025.12 | 0.97 | |
| GSR_CGdimension (d)=50, window length (n)=50, significance level=2.5%2025.12 | 0.97 | |
| GLRdimension (d)=10, window length (n)=50, significance level=2.5%2025.12 | 0.88 | |
| GSR_CGdimension (d)=1, window length (n)=50, significance level=2.5%2025.12 | 0.68 | |
| GLRdimension (d)=1, window length (n)=50, significance level=2.5%2025.12 | 0.67 | |
| GSR_CGdimension (d)=1, window length (n)=35, significance level=2.5%2025.12 | 0.65 | |
| GLRdimension (d)=10, window length (n)=35, significance level=2.5%2025.12 | 0.61 | |
| Kerneldimension (d)=100, window length (n)=50, significance level=2.5%2025.12 | 0.57 | |
| GLRdimension (d)=1, window length (n)=35, significance level=2.5%2025.12 | 0.49 | |
| GECdimension (d)=10, window length (n)=50, significance level=2.5%2025.12 | 0.48 | |
| GECdimension (d)=10, window length (n)=35, significance level=2.5%2025.12 | 0.44 | |
| GECdimension (d)=1, window length (n)=50, significance level=2.5%2025.12 | 0.25 | |
| Kerneldimension (d)=50, window length (n)=50, significance level=2.5%2025.12 | 0.25 | |
| GECdimension (d)=1, window length (n)=35, significance level=2.5%2025.12 | 0.19 | |
| Kerneldimension (d)=500, window length (n)=35, significance level=2.5%2025.12 | 0.19 | |
| T2dimension (d)=50, window length (n)=50, significance level=2.5%2025.12 | 0.17 | |
| GECdimension (d)=50, window length (n)=50, significance level=2.5%2025.12 | 0.17 | |
| T2dimension (d)=50, window length (n)=35, significance level=2.5%2025.12 | 0.14 | |
| T2dimension (d)=10, window length (n)=35, significance level=2.5%2025.12 | 0.13 | |
| GECdimension (d)=50, window length (n)=35, significance level=2.5%2025.12 | 0.11 | |
| Kerneldimension (d)=10, window length (n)=50, significance level=2.5%2025.12 | 0.11 | |
| T2dimension (d)=10, window length (n)=50, significance level=2.5%2025.12 | 0.1 | |
| Kerneldimension (d)=10, window length (n)=35, significance level=2.5%2025.12 | 0.1 | |
| T2dimension (d)=1, window length (n)=35, significance level=2.5%2025.12 | 0.09 | |
| T2dimension (d)=1, window length (n)=50, significance level=2.5%2025.12 | 0 | |
| GECdimension (d)=100, window length (n)=35, significance level=2.5%2025.12 | 0 | |
| GECdimension (d)=500, window length (n)=35, significance level=2.5%2025.12 | 0 | |
| GECdimension (d)=100, window length (n)=50, significance level=2.5%2025.12 | 0 | |
| GECdimension (d)=500, window length (n)=50, significance level=2.5%2025.12 | 0 | |
| Kerneldimension (d)=1, window length (n)=35, significance level=2.5%2025.12 | 0 | |
| Kerneldimension (d)=50, window length (n)=35, significance level=2.5%2025.12 | 0 | |
| Kerneldimension (d)=100, window length (n)=35, significance level=2.5%2025.12 | 0 | |
| Kerneldimension (d)=1, window length (n)=50, significance level=2.5%2025.12 | 0 |