New efficient algorithms for multiple change-point detection with reproducing kernels

DOI10.1016/j.csda.2018.07.002zbMath1469.62032arXiv1710.04556OpenAlexW2883518512MaRDI QIDQ1796951

G. J. Rigaill, M. Pierre-Jean, Guillemette Marot, Alain Celisse

Publication date: 17 October 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.04556

zbMATH Keywords

algorithmsdynamic programmingmodel selectionkernel methodGram matrixDNA copy numberallele B fractionnonparametric change-point detection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05)

Related Items (6)

Multiscale Quantile Segmentation ⋮ Constrained energy variation for change point detection ⋮ Rank-based multiple change-point detection ⋮ Consistent change-point detection with kernels ⋮ A Kernel Multiple Change-point Algorithm via Model Selection ⋮ Optimal nonparametric change point analysis

Uses Software

• CGH-Plotter
• wbs
• ecp
• Segmentor3IsBack
• KernSeg

Cites Work

• Equivalence of distance-based and RKHS-based statistics in hypothesis testing
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• Wild binary segmentation for multiple change-point detection
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• Handbook of statistical bioinformatics.
• Segmentation of the mean of heteroscedastic data via cross-validation
• Exact posterior distributions and model selection criteria for multiple change-point detection problems
• Algorithms for the optimal identification of segment neighborhoods
• Minimal penalties for Gaussian model selection
• 10.1162/15324430260185619
• On the approximation of curves by line segments using dynamic programming
• Kernels for Structured Data
• Optimal Detection of Changepoints With a Linear Computational Cost
• A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
• Segmentation of the Poisson and negative binomial rate models: a penalized estimator
• Circular binary segmentation for the analysis of array-based DNA copy number data
• Theory of Reproducing Kernels
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