Publication:143696

DOI10.48550/ARXIV.1501.01756zbMath1403.62044DBLPjournals/ma/CastroLCHL18arXiv1501.01756OpenAlexW1597804836WikidataQ101496321 ScholiaQ101496321MaRDI QIDQ143696

Bruno M. de Castro, Florencia Leonardi, Jonatas Cesar, Florencia Leonardi, Tábita Hünemeier, Renan B. Lemes, Bruno M. Castro

Publication date: 8 January 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Abstract: In this paper we consider the problem of segmenting $n$ aligned random sequences of equal length $m$, into a finite number of independent blocks. We propose to use a penalized maximum likelihood criterion to infer simultaneously the number of points of independence as well as the position of each one of these points. We show how to compute the estimator efficiently by means of a dynamic programming algorithm with time complexity $O(m^2n)$. We also propose another algorithm, called hierarchical algorithm, that provides an approximation to the estimator when the sample size increases and runs in time $O(mn)$. Our main theoretical result is the proof of almost sure consistency of the estimator and the convergence of the hierarchical algorithm when the sample size $n$ grows to infinity. We illustrate the convergence of these algorithms through some simulation examples and we apply the method to a real protein sequence alignment of Ebola Virus.

Full work available at URL: https://arxiv.org/abs/1501.01756

zbMATH Keywords

dimensionality reductionmodel selection approachmultiple sequence segmentation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Protein sequences, DNA sequences (92D20)

Cites Work

• Unnamed Item
• Hidden Markov models approach to the analysis of array CGH data
• Context tree selection and linguistic rhythm retrieval from written texts
• A Bayesian Approach to DNA Sequence Segmentation
• Context tree estimation for not necessarily finite memory processes, via BIC and MDL

Related Items (3)

Unnamed Item ⋮ segmentr ⋮ Independent block identification in multivariate time series

Uses Software

• PLINK

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