Titre :

Segmentation in the mean of heteroscedastic data via resampling or cross-validation

Auteur(s) :

Celisse, Alain [Auteur]
Université de Lille, Sciences et Technologies
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Mathématiques et Informatique Appliquées [MIA-Paris]
Arlot, Sylvain [Auteur]
École normale supérieure - Cachan [ENS Cachan]
Laboratoire d'informatique de l'école normale supérieure [LIENS]

Titre de la manifestation scientifique :

Workshop Change-Point Detection Methods and Applications

Ville :

Paris

Pays :

France

Date de début de la manifestation scientifique :

2008-09-11

Date de publication :

2010

Mot(s)-clé(s) :

hétéroscédastique
point de modification

Mot(s)-clé(s) en anglais :

change-point detection
resampling
cross-validation
model selection
heteroscedastic data
cgh profile segmentation

Discipline(s) HAL :

Mathématiques [math]
Informatique [cs]

Résumé en anglais : [en]

This paper tackles the problem of detecting abrupt changes in the mean of a heteroscedastic signal by model selection, without knowledge on the variations of the noise. A new family of change-point detection procedures is ...
Lire la suite >This paper tackles the problem of detecting abrupt changes in the mean of a heteroscedastic signal by model selection, without knowledge on the variations of the noise. A new family of change-point detection procedures is proposed, showing that cross-validation methods can be successful in the heteroscedastic framework, whereas most existing procedures are not robust to heteroscedasticity. The robustness to heteroscedasticity of the proposed procedures is supported by an extensive simulation study, together with recent partial theoretical results. An application to Comparative Genomic Hybridization (CGH) data is provided, showing that robustness to heteroscedasticity can indeed be required for their analysis.Lire moins >

Langue :

Anglais

Comité de lecture :

Oui

Audience :

Nationale

Vulgarisation :

Non

Collections :

• Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL