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Abstract Change‐point detection studies the problem of detecting the changes in the underlying distribution of the data stream as soon as possible after the change happens. Modern large‐scale, high‐dimensional, and complex streaming data call for computationally (memory) efficient sequential change‐point detection algorithms that are also statistically powerful. This gives rise to a computation versus statistical power trade‐off, an aspect less emphasized in the past in classic literature. This tutorial takes this new perspective and reviews several sequential change‐point detection procedures, ranging from classic sequential change‐point detection algorithms to more recent non‐parametric procedures that consider computation, memory efficiency, and model robustness in the algorithm design. Our survey also contains classic performance analysis, which provides useful techniques for analyzing new procedures. This article is categorized under:Statistical Models > Time Series ModelsAlgorithms and Computational Methods > AlgorithmsData: Types and Structure > Time Series, Stochastic Processes, and Functional Data 

We present an interpretable high-resolution spatio-temporal model to estimate COVID-19 deaths together with confirmed cases 1 week ahead of the current time, at the county level and weekly aggregated, in the United States. A notable feature of our spatio-temporal model is that it considers the (1) temporal auto- and pairwise correlation of the two local time series (confirmed cases and deaths from the COVID-19), (2) correlation between locations (propagation between counties), and (3) covariates such as local within-community mobility and social demographic factors. The within-community mobility and demographic factors, such as total population and the proportion of the elderly, are included as important predictors since they are hypothesized to be important in determining the dynamics of COVID-19. To reduce the model’s high dimensionality, we impose sparsity structures as constraints and emphasize the impact of the top 10 metropolitan areas in the nation, which we refer to (and treat within our models) as hubs in spreading the disease. Our retrospective out-of-sample county-level predictions were able to forecast the subsequently observed COVID-19 activity accurately. The proposed multivariate predictive models were designed to be highly interpretable, with clear identification and quantification of the most important factors that determine the dynamics of COVID-19. Ongoing work involves incorporating more covariates, such as education and income, to improve prediction accuracy and model interpretability.