On-line changepoint detection and parameter estimation with application to genomic data

DOI10.1007/s11222-011-9248-xzbMath1322.62085OpenAlexW2072372110MaRDI QIDQ746236

Arnaud Doucet, François Caron, Raphael Gottardo

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-011-9248-x

zbMATH Keywords

sequential Monte Carloproduct partition modelsparticle filteringtiling arrayschangepoint modelsrecursive parameter estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10) Bayesian inference (62F15) Sequential statistical analysis (62L10) Genetics and epigenetics (92D10)

Related Items (7)

Exact Bayesian inference for off-line change-point detection in tree-structured graphical models ⋮ Sequential changepoint detection in neural networks with checkpoints ⋮ Scalable Bayesian Multiple Changepoint Detection via Auxiliary Uniformisation ⋮ Dynamic changepoint detection in count time series: a particle filter approach ⋮ Doubly-online changepoint detection for monitoring health status during sports activities ⋮ Approximate filtering of conditional intensity process for Poisson count data: application to urban crime ⋮ Sequential change detection in the presence of unknown parameters

Uses Software

• Bioconductor

Cites Work

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