Graph-Based Change-Point Detection

We consider the testing and estimation of change-points -- locations where the distribution abruptly changes -- in a data sequence. A new approach, based on scan statistics utilizing graphs representing the similarity between observations, is proposed. The graph-based approach is non-parametric, and can be applied to any data set as long as an informative similarity measure on the sample space can be defined. Accurate analytic approximations to the significance of graph-based scan statistics for both the single change-point and the changed interval alternatives are provided. Simulations reveal that the new approach has better power than existing approaches when the dimension of the data is moderate to high. The new approach is illustrated on two applications: The determination of authorship of a classic novel, and the detection of change in a network over time

The Cauchy Operator for Basic Hypergeometric Series

We introduce the Cauchy augmentation operator for basic hypergeometric series. Heine's ${}_2\phi_1$ transformation formula and Sears' ${}_3\phi_2$ transformation formula can be easily obtained by the symmetric property of some parameters in operator identities. The Cauchy operator involves two parameters, and it can be considered as a generalization of the operator $T(bD_q)$. Using this operator, we obtain extensions of the Askey-Wilson integral, the Askey-Roy integral, Sears' two-term summation formula, as well as the $q$-analogues of Barnes' lemmas. Finally, we find that the Cauchy operator is also suitable for the study of the bivariate Rogers-Szeg\"o polynomials, or the continuous big $q$-Hermite polynomials.Comment: 21 pages, to appear in Advances in Applied Mathematic

Finite Form of the Quintuple Product Identity

The celebrated quintuple product identity follows surprisingly from an almost-trivial algebraic identity, which is the limiting case of the terminating q-Dixon formula.Comment: 1 pag