Joint segmentation of multivariate Gaussian processes using mixed linear models

DOI10.1016/j.csda.2010.09.015zbMath1284.62058OpenAlexW1998892143WikidataQ61883211 ScholiaQ61883211MaRDI QIDQ2445825

Emilie Lebarbier, Franck Picard, Stephane Robin, Eva Budinská

Publication date: 14 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.csda.2010.09.015

zbMATH Keywords

dynamic programmingEM algorithmsegmentationmixed linear modelmultivariate Gaussian process

Mathematics Subject Classification ID

Related Items (3)

Semi-parametric segmentation of multiple series using a DP-Lasso strategy ⋮ A Kernel Multiple Change-point Algorithm via Model Selection ⋮ Greedy Gaussian segmentation of multivariate time series

Cites Work

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• Detection and Correction of Artificial Shifts in Climate Series
• A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
• An application of MCMC methods for the multiple change-points problem.

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