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

DOI10.1080/00949655.2016.1260726MaRDI QIDQ5106849zbMATH OpenOpenAlexFDO

Authors Karine Bertin, Xavier Collilieux, 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 programminggeodetic dataLassomultiple seriessegmentationsemi-parametric estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
• An MDL approach to the climate segmentation problem
• Classification of longitudinal data through a semiparametric mixed-effects model based on Lasso-type estimators
• Detection and Correction of Artificial Shifts in Climate Series
• Detection of multiple undocumented change-points using adaptive Lasso
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Joint segmentation of multivariate Gaussian processes using mixed linear models
• Lasso-type estimators for semiparametric nonlinear mixed-effects models estimation
• Multiple Change-Point Estimation With a Total Variation Penalty

Cited in

(2)

• A Bayesian approach for the segmentation of series with a functional effect
• A kernel multiple change-point algorithm via model selection

Describes a project that uses

Uses Software

• cghseg
• HOMER
• Segmentor3IsBack

This page was built for publication: Semi-parametric segmentation of multiple series using a DP-Lasso strategy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5106849)