Post‐selection inference for changepoint detection algorithms with application to copy number variation data
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Publication:6052227
Abstract: Changepoint detection methods are used in many areas of science and engineering, e.g., in the analysis of copy number variation data, to detect abnormalities in copy numbers along the genome. Despite the broad array of available tools, methodology for quantifying our uncertainty in the strength (or presence) of given changepoints, post-detection, are lacking. Post-selection inference offers a framework to fill this gap, but the most straightforward application of these methods results in low-powered tests and leaves open several important questions about practical usability. In this work, we carefully tailor post-selection inference methods towards changepoint detection, focusing as our main scientific application on copy number variation data. As for changepoint algorithms, we study binary segmentation, and two of its most popular variants, wild and circular, and the fused lasso. We implement some of the latest developments in post-selection inference theory: we use auxiliary randomization to improve power, which requires implementations of MCMC algorithms (importance sampling and hit-and-run sampling) to carry out our tests. We also provide recommendations for improving practical useability, detailed simulations, and an example analysis on array comparative genomic hybridization (CGH) data.
Recommendations
- Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model
- A backward procedure for change-point detection with applications to copy number variation detection
- A Bayesian approach to inference about a change point model with application to DNA copy number experimental data
- Exact posterior distributions over the segmentation space and model selection for multiple change-point detection problems
- Exact posterior distributions and model selection criteria for multiple change-point detection problems
Cites work
- Circular binary segmentation for the analysis of array-based DNA copy number data
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- Inference for single and multiple change-points in time series
- Power of the spacing test for least-angle regression
- Selective inference with a randomized response
- Uniform asymptotic inference and the bootstrap after model selection
- Wild binary segmentation for multiple change-point detection
Cited in
(22)- A backward procedure for change-point detection with applications to copy number variation detection
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- Fast and optimal inference for change points in piecewise polynomials via differencing
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