PICARD, Franck, Emily LEBARBIER, Eva BUDINSKÁ and Stephane ROBIN. Joint segmentation of multivariate Gaussian processes using mixed linear models. Computational Statistics & Data Analysis. ELSEVIER, 2011, vol. 55, No 2, p. 1160-1170. ISSN 0167-9473. Available from: https://dx.doi.org/10.1016/j.csda.2010.09.015. |
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@article{910438, author = {Picard, Franck and Lebarbier, Emily and Budinská, Eva and Robin, Stephane}, article_number = {2}, doi = {http://dx.doi.org/10.1016/j.csda.2010.09.015}, keywords = {Segmentation; Mixed linear model; Multivariate Gaussian process; Dynamic programming; EM algorithm}, language = {eng}, issn = {0167-9473}, journal = {Computational Statistics & Data Analysis}, title = {Joint segmentation of multivariate Gaussian processes using mixed linear models.}, url = {http://pbil.univ-lyon1.fr/members/fpicard/franckpicard_fichiers/pdf/PLB11.pdf}, volume = {55}, year = {2011} }
TY - JOUR ID - 910438 AU - Picard, Franck - Lebarbier, Emily - Budinská, Eva - Robin, Stephane PY - 2011 TI - Joint segmentation of multivariate Gaussian processes using mixed linear models. JF - Computational Statistics & Data Analysis VL - 55 IS - 2 SP - 1160-1170 EP - 1160-1170 PB - ELSEVIER SN - 01679473 KW - Segmentation KW - Mixed linear model KW - Multivariate Gaussian process KW - Dynamic programming KW - EM algorithm UR - http://pbil.univ-lyon1.fr/members/fpicard/franckpicard_fichiers/pdf/PLB11.pdf L2 - http://pbil.univ-lyon1.fr/members/fpicard/franckpicard_fichiers/pdf/PLB11.pdf N2 - The joint segmentation of multiple series is considered. A mixed linear model is used to account for both covariates and correlations between signals. An estimation algorithm based on EM which involves a new dynamic programming strategy for the segmentation step is proposed. The computational efficiency of this procedure is shown and its performance is assessed through simulation experiments. Applications are presented in the field of climatic data analysis. ER -
PICARD, Franck, Emily LEBARBIER, Eva BUDINSKÁ and Stephane ROBIN. Joint segmentation of multivariate Gaussian processes using mixed linear models. \textit{Computational Statistics \&{} Data Analysis}. ELSEVIER, 2011, vol.~55, No~2, p.~1160-1170. ISSN~0167-9473. Available from: https://dx.doi.org/10.1016/j.csda.2010.09.015.
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