Table 3:
Single change point detection for Case 2 with Σ = Σ* under various dimensions and change point locations. The numerical results are based on 100 replications.
| dimension p | |||||
|---|---|---|---|---|---|
| method | 200 | 300 | 400 | ||
| Number | 0.5 | SGL | 1.14 ∣ 32 | 1.30 ∣ 41 | 1.52 ∣ 40 |
| Mean∣Rate(%) | VPWBS | 1.02 ∣ 98 | 1.04 ∣ 96 | 1.03 ∣ 98 | |
| DPA | 1.01 ∣ 99 | 1.00 ∣ 100 | 1.00 ∣ 100 | ||
| BSA | 1.00 ∣ 100 | 1.00 ∣ 100 | 1.00 ∣ 100 | ||
| 0.7 | SGL | 0.72 ∣ 20 | 1.16 ∣ 26 | 1.14 ∣36 | |
| VPWBS | 0.97 ∣ 97 | 1.01 ∣ 99 | 1.05 ∣ 96 | ||
| DPA | 1.00 ∣ 100 | 1.02 ∣98 | 1.01 ∣ 99 | ||
| BSA | 0.99 ∣ 99 | 1.00 ∣98 | 1.01 ∣ 99 | ||
| Location | 0.5 | SGL | - | - | - |
| Mean∣MSE | VPWBS | 0.504 ∣ 5.056 | 0.495 ∣ 3.146 | 0.498 ∣ 3.572 | |
| DPA | 0.498 ∣ 2.145 | 0.502 ∣ 1.423 | 0.499 ∣ 3.670 | ||
| BSA | 0.493 ∣ 5.897 | 0.498 ∣ 3.347 | 0.498 ∣ 4.326 | ||
| FSA | 0.495 ∣ 12.21 | 0.489 ∣ 20.10 | 0.492 ∣ 9.374 | ||
| 0.7 | SGL | - | - | - | |
| VPWBS | 0.694 ∣ 5.959 | 0.694 ∣ 7.297 | 0.701 ∣ 6.950 | ||
| DPA | 0.690 ∣ 5.748 | 0.690 ∣ 6.411 | 0.691 ∣ 12.75 | ||
| BSA | 0.689 ∣ 9.419 | 0.694 ∣ 3.973 | 0.688 ∣ 11.44 | ||
| FSA | 0.689 ∣ 22.41 | 0.683 ∣ 24.20 | 0.676 ∣ 27.66 | ||