REAMP: A Stochastic Resonance Approach for Multi-Change Point Detection in High-Dimensional Data

TL;DR

REAMP introduces a novel stochastic resonance-based framework combining optimal transport and dimension reduction techniques to effectively detect multiple change points in high-dimensional data, outperforming existing methods especially in complex scenarios.

Contribution

The paper presents REAMP, a new method that integrates stochastic resonance with optimal transport and dimension reduction for high-dimensional change point detection, with proven consistency and practical validation.

Findings

REAMP outperforms state-of-the-art methods in simulations.

Effective detection of simultaneous mean and variance shifts.

Validated on embryo monitoring data for accurate change point localization.

Abstract

Detecting multiple structural breaks in high-dimensional data remains a challenge, particularly when changes occur in higher-order moments or within complex manifold structures. In this paper, we propose REAMP (Resonance-Enhanced Analysis of Multi-change Points), a novel framework that integrates optimal transport theory with the physical principles of stochastic resonance. By utilizing a two-stage dimension reduction via the Earth Movers Distance (EMD) and Shortest Hamiltonian Paths (SHP), we map high-dimensional observations onto a graph-based count statistic. To overcome the locality constraints of traditional search algorithms, we implement a stochastic resonance system that utilizes randomized Beta-density priors to vibrate the objective function. This process allows multiple change points to resonate as global minima across iterative simulations, generating a candidate point cloud. A double-sharpening procedure is then applied to these candidates to pinpoint precise change point locations. We establish the asymptotic consistency of the resonance estimator and demonstrate through simulations that REAMP outperforms state-of-the-art methods, especially in scenarios involving simultaneous mean and variance shifts. The practical utility of the method is further validated through an application to time-lapse embryo monitoring, where REAMP provides both accurate detection and intuitive visualization of cell division stages.