Title: Segmentation and estimation of change-point models
Authors: Xiao Fang - The Chinese University of Hong Kong (Hong Kong) [presenting]
Abstract: To segment a sequence of independent random variables at an unknown number of change-points, new procedures are introduced that are based on thresholding the likelihood ratio statistic. We also study confidence regions based on the likelihood ratio statistic for the change points and joint confidence regions for the change-points and the parameter values. Applications to segment an array CGH analysis of the BT474 cell line are discussed.