Graphical Influence Diagnostics for Changepoint Models

Ines Wilms, Rebecca Killick*, David S. Matteson

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review


Changepoint models enjoy a wide appeal in a variety of disciplines to model the heterogeneity of ordered data. Graphical influence diagnostics to characterize the influence of single observations on changepoint models are, however, lacking. We address this gap by developing a framework for investigating instabilities in changepoint segmentations and assessing the influence of single observations on various outputs of a changepoint analysis. We construct graphical diagnostic plots that allow practitioners to assess whether instabilities occur; how and where they occur; and to detect influential individual observations triggering instability. We analyze well-log data to illustrate how such influence diagnostic plots can be used in practice to reveal features of the data that may otherwise remain hidden. Supplementary Materials for this article are available online.
Original languageEnglish
Pages (from-to)753-765
Number of pages13
JournalJournal of Computational and Graphical Statistics
Issue number3
Early online date9 Jan 2022
Publication statusPublished - 3 Jul 2022


  • change point
  • influential data
  • segmentation
  • statistical graphics
  • structural change
  • visual diagnostics
  • Influential data
  • Statistical graphics
  • Segmentation
  • Change point
  • Visual diagnostics
  • Structural change


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