REAMP: a stochastic resonance approach for multi-change point detection in high-dimensional data

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 Mover’s 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 two real-world applications: time-lapse embryo monitoring and automated bee exit event detection, where REAMP provides both accurate detection and intuitive visualization of structural state transitions.