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Communication Dans Un Congrès Année : 2007

Joint segmentation of multivariate Gaussian processes using mixed linear models

Franck Picard
Stephane S. Robin

Résumé

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.
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Dates et versions

hal-02751255 , version 1 (03-06-2020)

Identifiants

  • HAL Id : hal-02751255 , version 1
  • PRODINRA : 50355

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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⟩
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