hal-00363627, version 2
Segmentation of the mean of heteroscedastic data via cross-validation
Statistics and Computing (2010) electronic
- 1 :
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http://www.di.ens.fr
CNRS : UMR8548 – Ecole normale supérieure de Paris - ENS Paris 45 Rue d'Ulm 75230 PARIS CEDEX 05 France - 2 :
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http://www.inra.fr/mia/unites/MIA_jouy.htm
Institut national de la recherche agronomique (INRA) : UMR0518 – AgroParisTech INRA Domaine de Vilvert F-78352 Jouy-en-Josas Cedex France
Références bibliographiques
- Type de publication : Articles dans des revues avec comité de lecture
- Domaine :
Statistiques/Méthodologie Mathématiques/Statistiques Statistiques/Théorie - Titre : Segmentation of the mean of heteroscedastic data via cross-validation
- Résumé : 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.
- Langue du texte
intégral : Anglais - Date de production,
écriture : 01/02/2009 - DOI : 10.1007/s11222-010-9196-x
- Journal :
Statistics and Computing Publisher Springer Verlag (Germany) ISSN 0960-3174 (eISSN : 1573-1375) - Audience : internationale
- Date de publication : 08/07/2010
- Page, identifiant, ... : electronic
- Mots Clés : Change-point detection – segmentation – resampling – cross-validation – leave-p-out – heteroscedastic data – CGH profile.
- Commentaire : Published in Statistics and Computing. DOI: 10.1007/s11222-010-9196-x
- Projet ANR :
Référence du projet ANR-09-JCJC-0027-01
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DataOracleERMLoo_opt211_n100_ex1.eps(58.7 KB) |
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Mbfus_muet_Fig6_shift_opt211_N10000_n100_seuil_lin_log.eps(9.6 KB) |
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chpt.bbl(8.9 KB) |
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DataReg_opt1_n100_ex6.eps(25.8 KB) |
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chpt.pdf(387.7 KB) |
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- hal-00363627, version 2
- http://hal.archives-ouvertes.fr/hal-00363627
- oai:hal.archives-ouvertes.fr:hal-00363627
- Contributeur :
- Soumis le : Mercredi 8 Avril 2009, 15:24:04
- Dernière modification le : Mercredi 12 Septembre 2012, 16:35:06
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