AgroParisTech (22 place de l'Agronomie CS 20040 91123 Palaiseau cedex - France)
Abstract : We consider the joint segmentation of multiple series. We use a mixed linear model to account for both covariates and correlations between signals. We propose an estimation algorithm based on EM which involves dynamic programming for the segmentation step. We show the computational e±ciency of this procedure. An application to microarray CGH profiles from multiple patients is presented.
https://hal.inrae.fr/hal-02751255 Contributor : Migration ProdInraConnect in order to contact the contributor Submitted on : Wednesday, June 3, 2020 - 5:42:31 PM Last modification on : Friday, August 5, 2022 - 2:38:10 PM Long-term archiving on: : Friday, December 4, 2020 - 5:21:32 PM
Franck Picard, Eva Budinska, Stephane S. Robin. Joint segmentation of multivariate Gaussian processes using mixed linear models. 12. International Conference on Applied Stochastic Models and Data Analysis, Jun 2007, Chania, Greece. ⟨hal-02751255⟩