On-line changepoint detection and parameter estimation with application to genomic data

DOI10.1007/S11222-011-9248-XMaRDI QIDQ746236zbMATH OpenOpenAlexFDO

Authors Francois Caron, Arnaud Doucet, Raphael Gottardo

Publication date 16 October 2015

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-011-9248-x

zbMATH Keywords

sequential Monte Carloparticle filteringproduct partition modelschangepoint modelsrecursive parameter estimationtiling arrays

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Sequential statistical analysis (62L10) Inference from stochastic processes and prediction (62M20) Genetics and epigenetics (92D10)

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Cites work

• scientific article; zbMATH DE number 4043678 (Why is no real title available?)
• A Bayesian Mixture Model for Differential Gene Expression
• A Bayesian change-point analysis of electromyographic data: detecting muscle activation patterns and associated applications
• Bayes Factors
• Bayesian Retrospective Multiple-Changepoint Identification
• Bayesian Robust Inference for Differential Gene Expression in Microarrays with Multiple Samples
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Dynamic detection of change points in long time series
• Estimation and comparison of multiple change-point models
• Exact Bayesian curve fitting and signal segmentation
• Exploration, normalization, and summaries of high density oligonucleotide array probe level data
• Hierarchical Bayesian Analysis of Changepoint Problems
• Large-Scale Simultaneous Hypothesis Testing
• Particle approximations of the score and observed information matrix in state space models with application to parameter estimation
• Product partition models for change point problems
• Statistical analysis of microarray data: a Bayesian approach

Cited in

(12)

• A Dynamic Changepoint Model for Detecting the Onset of Growth in Bacteriological Infections
• Dynamic changepoint detection in count time series: a particle filter approach
• Scalable Bayesian Multiple Changepoint Detection via Auxiliary Uniformisation
• A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models
• Sequential change detection in the presence of unknown parameters
• Constrained dynamic programming and supervised penalty learning algorithms for peak detection in genomic data
• Detection of spatiotemporal changepoints: a generalised additive model approach
• Exact Bayesian inference for off-line change-point detection in tree-structured graphical models
• Doubly-online changepoint detection for monitoring health status during sports activities
• Approximate filtering of conditional intensity process for Poisson count data: application to urban crime
• Sequential importance sampling for online Bayesian changepoint detection
• Sequential changepoint detection in neural networks with checkpoints

Describes a project that uses

Uses Software

• Bioconductor

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