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Change-point detection on Synthetic high-dimensional data (variance change Σ = 2Id)

0.99Mean ProbabilityKernel
-0.03960.22770.4950.7623Dec 8, 2025
Updated 8mo ago

Evaluation results

MethodLinks
Kerneldimension (d)=500, window length (n)=50, significance level=2.5%2025.120.99
GSR_CGdimension (d)=100, window length (n)=35, significance level=2.5%2025.120.99
GSR_CGdimension (d)=100, window length (n)=50, significance level=2.5%2025.120.99
GSR_CGdimension (d)=10, window length (n)=35, significance level=2.5%2025.120.98
GSR_CGdimension (d)=50, window length (n)=35, significance level=2.5%2025.120.98
GSR_CGdimension (d)=500, window length (n)=35, significance level=2.5%2025.120.98
GSR_CGdimension (d)=500, window length (n)=50, significance level=2.5%2025.120.98
GSR_CGdimension (d)=10, window length (n)=50, significance level=2.5%2025.120.97
GSR_CGdimension (d)=50, window length (n)=50, significance level=2.5%2025.120.97
GLRdimension (d)=10, window length (n)=50, significance level=2.5%2025.120.88
GSR_CGdimension (d)=1, window length (n)=50, significance level=2.5%2025.120.68
GLRdimension (d)=1, window length (n)=50, significance level=2.5%2025.120.67
GSR_CGdimension (d)=1, window length (n)=35, significance level=2.5%2025.120.65
GLRdimension (d)=10, window length (n)=35, significance level=2.5%2025.120.61
Kerneldimension (d)=100, window length (n)=50, significance level=2.5%2025.120.57
GLRdimension (d)=1, window length (n)=35, significance level=2.5%2025.120.49
GECdimension (d)=10, window length (n)=50, significance level=2.5%2025.120.48
GECdimension (d)=10, window length (n)=35, significance level=2.5%2025.120.44
GECdimension (d)=1, window length (n)=50, significance level=2.5%2025.120.25
Kerneldimension (d)=50, window length (n)=50, significance level=2.5%2025.120.25
GECdimension (d)=1, window length (n)=35, significance level=2.5%2025.120.19
Kerneldimension (d)=500, window length (n)=35, significance level=2.5%2025.120.19
T2dimension (d)=50, window length (n)=50, significance level=2.5%2025.120.17
GECdimension (d)=50, window length (n)=50, significance level=2.5%2025.120.17
T2dimension (d)=50, window length (n)=35, significance level=2.5%2025.120.14
T2dimension (d)=10, window length (n)=35, significance level=2.5%2025.120.13
GECdimension (d)=50, window length (n)=35, significance level=2.5%2025.120.11
Kerneldimension (d)=10, window length (n)=50, significance level=2.5%2025.120.11
T2dimension (d)=10, window length (n)=50, significance level=2.5%2025.120.1
Kerneldimension (d)=10, window length (n)=35, significance level=2.5%2025.120.1
T2dimension (d)=1, window length (n)=35, significance level=2.5%2025.120.09
T2dimension (d)=1, window length (n)=50, significance level=2.5%2025.120
GECdimension (d)=100, window length (n)=35, significance level=2.5%2025.120
GECdimension (d)=500, window length (n)=35, significance level=2.5%2025.120
GECdimension (d)=100, window length (n)=50, significance level=2.5%2025.120
GECdimension (d)=500, window length (n)=50, significance level=2.5%2025.120
Kerneldimension (d)=1, window length (n)=35, significance level=2.5%2025.120
Kerneldimension (d)=50, window length (n)=35, significance level=2.5%2025.120
Kerneldimension (d)=100, window length (n)=35, significance level=2.5%2025.120
Kerneldimension (d)=1, window length (n)=50, significance level=2.5%2025.120