Change-point Problem and Regression: An Annotated Bibliography

The problems of identifying changes at unknown times and of estimating the location of changes in stochastic processes are referred to as the change-point problem or, in the Eastern literature, as disorder . The change-point problem, first introduced in the quality control context, has since developed into a fundamental problem in the areas of statistical control theory, stationarity of a stochastic process, estimation of the current position of a time series, testing and estimation of change in the patterns of a regression model, and most recently in the comparison and matching of DNA sequences in microarray data analysis. Numerous methodological approaches have been implemented in examining change-point models. Maximum-likelihood estimation, Bayesian estimation, isotonic regression, piecewise regression, quasi-likelihood and non-parametric regression are among the methods which have been applied to resolving challenges in change-point problems. Grid-searching approaches have also been used to examine the change-point problem. Statistical analysis of change-point problems depends on the method of data collection. If the data collection is ongoing until some random time, then the appropriate statistical procedure is called sequential. If, however, a large finite set of data is collected with the purpose of determining if at least one change-point occurred, then this may be referred to as non-sequential. Not surprisingly, both the former and the latter have a rich literature with much of the earlier work focusing on sequential methods inspired by applications in quality control for industrial processes. In the regression literature, the change-point model is also referred to as two- or multiple-phase regression, switching regression, segmented regression, two-stage least squares (Shaban, 1980), or broken-line regression. The area of the change-point problem has been the subject of intensive research in the past half-century. The subject has evolved considerably and found applications in many different areas. It seems rather impossible to summarize all of the research carried out over the past 50 years on the change-point problem. We have therefore confined ourselves to those articles on change-point problems which pertain to regression. The important branch of sequential procedures in change-point problems has been left out entirely. We refer the readers to the seminal review papers by Lai (1995, 2001). The so called structural change models, which occupy a considerable portion of the research in the area of change-point, particularly among econometricians, have not been fully considered. We refer the reader to Perron (2005) for an updated review in this area. Articles on change-point in time series are considered only if the methodologies presented in the paper pertain to regression analysis

Change blindness: eradication of gestalt strategies

Arrays of eight, texture-defined rectangles were used as stimuli in a one-shot change blindness (CB) task where there was a 50% chance that one rectangle would change orientation between two successive presentations separated by an interval. CB was eliminated by cueing the target rectangle in the first stimulus, reduced by cueing in the interval and unaffected by cueing in the second presentation. This supports the idea that a representation was formed that persisted through the interval before being 'overwritten' by the second presentation (Landman et al, 2003 Vision Research 43149–164]. Another possibility is that participants used some kind of grouping or Gestalt strategy. To test this we changed the spatial position of the rectangles in the second presentation by shifting them along imaginary spokes (by ±1 degree) emanating from the central fixation point. There was no significant difference seen in performance between this and the standard task [F(1,4)=2.565, p=0.185]. This may suggest two things: (i) Gestalt grouping is not used as a strategy in these tasks, and (ii) it gives further weight to the argument that objects may be stored and retrieved from a pre-attentional store during this task

Psychological Engagement in Choice and Judgment Under Risk and Uncertainty

Theories of choice and judgment assume that agents behave rationally, choose the higher expected value option, and evaluate the choice consistently (Expected Utility Theory, Von Neumann, & Morgenstern, 1947). However, researchers in decision-making showed that human behaviour is different in choice and judgement tasks (Slovic & Lichtenstein, 1968; 1971; 1973). In this research, we propose that psychological engagement and control deprivation predict behavioural inconsistencies and utilitarian performance with judgment and choice. Moreover, we explore the influences of engagement and control deprivation on agent’s behaviours, while manipulating content of utility (Kusev et al., 2011, Hertwig & Gigerenzer 1999, Tversky & Khaneman, 1996) and decision reward (Kusev et al, 2013, Shafir et al., 2002)