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We consider the segmentation problem of Poisson and negative binomial (i.e. overdispersed Poisson) rate distributions. In segmentation, an important issue remains the choice of the number of segments. To this end, we propose a penalized -likelihood estimator where the penalty function is constructed in a non-asymptotic context following the works of L. Birgé and P. Massart. The resulting estimator is proved to satisfy an oracle inequality. The performances of our criterion is assessed using simulated and real datasets in the RNA-seq data analysis context.
@article{PS_2014__18__750_0,
author = {Cleynen, Alice and Lebarbier, Emilie},
title = {Segmentation of the {Poisson} and negative binomial rate models: a penalized estimator},
journal = {ESAIM: Probability and Statistics},
pages = {750--769},
publisher = {EDP-Sciences},
volume = {18},
year = {2014},
doi = {10.1051/ps/2014005},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1051/ps/2014005/}
}
TY - JOUR AU - Cleynen, Alice AU - Lebarbier, Emilie TI - Segmentation of the Poisson and negative binomial rate models: a penalized estimator JO - ESAIM: Probability and Statistics PY - 2014 SP - 750 EP - 769 VL - 18 PB - EDP-Sciences UR - http://geodesic.mathdoc.fr/articles/10.1051/ps/2014005/ DO - 10.1051/ps/2014005 LA - en ID - PS_2014__18__750_0 ER -
%0 Journal Article %A Cleynen, Alice %A Lebarbier, Emilie %T Segmentation of the Poisson and negative binomial rate models: a penalized estimator %J ESAIM: Probability and Statistics %D 2014 %P 750-769 %V 18 %I EDP-Sciences %U http://geodesic.mathdoc.fr/articles/10.1051/ps/2014005/ %R 10.1051/ps/2014005 %G en %F PS_2014__18__750_0
Cleynen, Alice; Lebarbier, Emilie. Segmentation of the Poisson and negative binomial rate models: a penalized estimator. ESAIM: Probability and Statistics, Tome 18 (2014), pp. 750-769. doi: 10.1051/ps/2014005
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