Title :

Segmentation of the mean of heteroscedastic data via cross-validation

Author(s) :

Arlot, Sylvain [Auteur]
Laboratoire d'informatique de l'école normale supérieure [LIENS]
Celisse, Alain [Auteur correspondant]
Laboratoire Paul Painlevé - UMR 8524 [LPP]

Journal title :

Statistics and Computing

Pages :

electronic

Publisher :

Springer Verlag (Germany)

Publication date :

2010-07-08

ISSN :

0960-3174

English keyword(s) :

leave-p-out
CGH profile.
heteroscedastic data
CGH profile
Change-point detection
segmentation
resampling
cross-validation

HAL domain(s) :

Statistiques [stat]/Méthodologie [stat.ME]
Mathématiques [math]/Statistiques [math.ST]
Statistiques [stat]/Théorie [stat.TH]

English abstract : [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 ...
Show more >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 theoretical results. An application to Comparative Genomic Hybridization (CGH) data is provided, showing that robustness to heteroscedasticity can indeed be required for their analysis.Show less >

Language :

Anglais

Peer reviewed article :

Oui

Audience :

Internationale

Popular science :

Non

ANR Project :

DETECT: Nouvelles approches statistiques pour la vision artificielle et la bioinformatique

Comment :

Published in Statistics and Computing. DOI: 10.1007/s11222-010-9196-x

Collections :

• Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL