Segmentation and estimation of change-point models: false positive control and confidence regions

DOI10.1214/19-AOS1861zbMATH Open1451.62035arXiv1608.03032MaRDI QIDQ2196238FDOQ2196238

Authors: Xiao Fang, Jian Li, David Siegmund 

Publication date: 28 August 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: To segment a sequence of independent random variables at an unknown number of change-points, we introduce new procedures that are based on thresholding the likelihood ratio statistic. We also study confidence regions based on the likelihood ratio statistic for the change-points and joint confidence regions for the change-points and the parameter values. Applications to segment array CGH data are discussed.

Full work available at URL: https://arxiv.org/abs/1608.03032

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zbMATH Keywords

confidence regionschange-pointslikelihood ratio statisticsexponential familiesarray CGH analysiscomparative genomic hybridization (CGH)

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric tolerance and confidence regions (62G15) Protein sequences, DNA sequences (92D20)

Cites Work

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Cited In (16)

• Detecting multiple generalized change-points by isolating single ones
• Segmentation uncertainty in multiple change-point models
• Narrowest Significance Pursuit: Inference for Multiple Change-Points in Linear Models
• Bayesian Change Point Detection with Spike-and-Slab Priors
• Multiscale change-point segmentation: beyond step functions
• A sequential feature selection approach to change point detection in mean-shift change point models
• Asymptotic of the number of false change points of the fused lasso signal approximator
• Multiscale change point detection via gradual bandwidth adjustment in moving sum processes
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection -- rejoinder
• A change-point problem and inference for segment signals
• Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
• Bootstrap confidence intervals for multiple change points based on moving sum procedures
• Applications of binary segmentation to the estimation of quantal response curves and spatial intensity
• FDR-control in multiscale change-point segmentation
• Segmentation of the mean of heteroscedastic data via cross-validation
• Detecting Multiple Change Points: The PULSE Criterion

Uses Software

• wbs

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