MuChPoint: Multiple Change Point

Vincent Brault (1) , Glenn Cougoulat (1) , Sarah Ouadah (2) , Laure Sansonnet (2)

1 SVH - Statistique pour le Vivant et l’Homme
2 MIA-Paris - Mathématiques et Informatique Appliquées

Nonparametric approach to estimate the location of block boundaries (change-points) of non-overlapping blocks in a random symmetric matrix which consists of random variables whose distribution changes from block to block.

Mots clés: Non parametric; Change-point

Domaines: Statistiques [math.ST]; Applications [stat.AP]

Vincent Brault, Glenn Cougoulat, Sarah Ouadah, Laure Sansonnet. MuChPoint: Multiple Change Point. 2018. ⟨hal-02011077⟩