Semi-parametric segmentation of multiple series using a DP-Lasso strategy

DOI10.1080/00949655.2016.1260726OpenAlexW2558009401MaRDI QIDQ5106849

Xavier Collilieux, Karine Bertin, Cristian Meza, Emilie Lebarbier

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2016.1260726

zbMATH Keywords

dynamic programmingsegmentationLassomultiple seriessemi-parametric estimationgeodetic data

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

A Bayesian approach for the segmentation of series with a functional effect ⋮ A Kernel Multiple Change-point Algorithm via Model Selection

Uses Software

• cghseg
• Segmentor3IsBack
• HOMER

Cites Work

• Unnamed Item
• Lasso-type estimators for semiparametric nonlinear mixed-effects models estimation
• An MDL approach to the climate segmentation problem
• Joint segmentation of multivariate Gaussian processes using mixed linear models
• Detection of multiple undocumented change-points using adaptive Lasso
• Detection and Correction of Artificial Shifts in Climate Series
• Classification of longitudinal data through a semiparametric mixed‐effects model based on lasso‐type estimators
• Multiple Change-Point Estimation With a Total Variation Penalty
• A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data

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