Graduate Studies, UNL
Dissertations and Doctoral Documents from University of Nebraska-Lincoln, 2023–
First Advisor
Xueheng Shi
Second Advisor
Bertrand Clarke
Degree Name
Doctor of Philosophy (Ph.D.)
Committee Members
Huijing Du, Kent Eskridge, Souparno Ghosh
Department
Statistics
Date of this Version
2025
Document Type
Dissertation
Citation
A dissertation presented to the faculty of the Graduate College of the University of Nebraska in partial fulfillment of requirements for the degree Doctor of Philosophy (Ph.D.)
Major: Statistics
Under the supervision of Professor
Lincoln, Nebraska, December 2025
Abstract
This dissertation presents a general framework for changepoint detection based on $\ell_0$ model selection. The core method, Iteratively Reweighted Fused Lasso (IRFL), improves upon the generalized lasso by adaptively reweighting penalties to enhance support recovery and minimize criteria such as the Bayesian Information Criterion (BIC). The approach allows for flexible modeling of seasonal patterns, linear and quadratic trends, and autoregressive dependence in the presence of changepoints.
Simulation studies demonstrate that IRFL achieves accurate changepoint detection across a wide range of challenging scenarios, including those involving nuisance factors such as trends, seasonal patterns, and serially correlated errors. The framework is further extended to image data, where it enables edge-preserving denoising and segmentation, with applications spanning medical imaging and high-throughput plant phenotyping.
Applications to real-world data demonstrate IRFL’s utility. In particular, analysis of the Mauna Loa CO\textsubscript{2} time series reveals changepoints that align with volcanic eruptions and ENSO events, yielding a more accurate trend decomposition than ordinary least squares. Overall, IRFL provides a robust, extensible tool for detecting structural change in complex data.
Advisors: Xueheng Shi and Bertrand Clarke
Recommended Citation
Grantham, Michael A., "Changepoint Detection as Model Selection: A General Framework" (2025). Dissertations and Doctoral Documents from University of Nebraska-Lincoln, 2023–. 398.
https://digitalcommons.unl.edu/dissunl/398
Comments
Copyright 2025, the author. Used by permission