New efficient algorithms for multiple change-point detection with reproducing kernels

Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good statistical properties (oracle inequality, consistency). Nonetheless,...

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Bibliographic Details
Published in:	Computational statistics & data analysis Vol. 128; pp. 200 - 220
Main Authors:	Celisse, A., Marot, G., Pierre-Jean, M., Rigaill, G.J.
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.12.2018 Elsevier
Subjects:	Algorithms Allele B fraction alleles Computer Science DNA DNA copy number Dynamic programming Gram matrix Kernel method Life Sciences Mathematics Model selection Nonparametric change-point detection statistical analysis variance Vegetal Biology Algorithms Model selection DNA copy number Allele B fraction Nonparametric change-point detection Dynamic programming Kernel method Gram matrix
ISSN:	0167-9473, 1872-7352
Online Access:	Get full text
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