2011-10-01, English, Article, Report edition: Segmentation of the mean of heteroscedastic data via cross-validation.(Report) Arlot, Sylvain; Celisse, Alain

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Physical Description
  • Report
  • Magazine/​Journal article
Published
  • Springer, 2011 Oct
Language
  • English

Edition details

Title
  • Segmentation of the mean of heteroscedastic data via cross-validation.(Report)
Also Titled
  • Segmentation of the mean of heteroscedastic data via cross-validation.
Appears In
  • Statistics and Computing, v.21, no.4, 2011 Oct, p.613(20) (ISSN: 0960-3174)
Author
  • Arlot, Sylvain
  • Celisse, Alain
Published
  • Springer, 2011 Oct
Physical Description
  • Report
  • Magazine/​Journal article
Subjects
Target Audience
  • Academic
Summary
  • Byline: Sylvain Arlot (1), Alain Celisse (2) Keywords: Change-point detection; Resampling; Cross-validation; Model selection; Heteroscedastic data; CGH profile segmentation Abstract: 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. Author Affiliation: (1) Willow Project-Team, Laboratoire d'Informatique de l'Ecole Normale Superieure, CNRS/​ENS/​INRIA UMR 8548, 23 avenue d'Italie, 75214, Paris Cedex 13, France (2) Laboratoire de Mathematique Paul Painleve UMR 8524 CNRS, Universite Lille 1, 59 655, Villeneuve d'Ascq Cedex, France Article History: Registration Date: 27/​07/​2010 Received Date: 08/​04/​2009 Accepted Date: 26/​07/​2010 Online Date: 24/​08/​2010 Article note: Electronic Supplementary Material The online version of this article (doi: 10.1007/​s11222-010-9196-x) contains supplementary material, which is available to authorized users.
Terms of Use
  • COPYRIGHT 2011 Springer
Language
  • English
Database
  • Gale Academic OneFile
Identifier
  • 263886675

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