On the Adaptive Partition Approach to the Detection of Multiple Change-Points 英文参考文献.docVIP

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On the Adaptive Partition Approach to the Detection of Multiple Change-Points 英文参考文献.doc

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On the Adaptive Partition Approach to the Detection of Multiple Change-Points 英文参考文献

OntheAdaptivePartitionApproachtotheDetectionof MultipleChange-Points YingleiLai* DepartmentofStatisticsandBiostatisticsCenter,TheGeorgeWashingtonUniversity,Washington,D.C.,UnitedStatesofAmerica Abstract Withanadaptivepartitionprocedure,wecanpartitiona‘‘timecourse’’intoconsecutivenon-overlappedintervalssuchthat thepopulationmeans/proportionsoftheobservationsintwoadjacentintervalsaresignificantlydifferentatagivenlevel aC.However,thewidelyusedrecursivecombinationorpartitionproceduresdonotguaranteeaglobaloptimization.We proposeamodifieddynamicprogrammingalgorithmtoachieveaglobaloptimization.Ourmethodcanprovideconsistent estimationresults.Inacomprehensivesimulationstudy,ourmethodshowsanimprovedperformancewhenitiscompared totherecursivecombination/partitionprocedures.Inpractice,aCcanbedeterminedbasedonacross-validationprocedure. Asanapplication,weconsiderthewell-knownPimaIndianDiabetesdata.Weexploretherelationshipamongthediabetes riskandseveralimportantvariablesincludingtheplasmaglucoseconcentration,bodymassindexandage. Citation:LaiY(2011)OntheAdaptivePartitionApproachtotheDetectionofMultipleChange-Points.PLoSONE6(5):e19754.doi:10.1371/journal.pone.0019754 Editor:MikeB.Gravenor,UniversityofSwansea,UnitedKingdom ReceivedDecember10,2010;AcceptedApril15,2011;PublishedMay24,2011 Copyright: ? 2011 Yinglei Lai. This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricteduse,distribution,andreproductioninanymedium,providedtheoriginalauthorandsourcearecredited. Funding:ThisworkwassupportedbytheNationalInstitutesofHealthgrantsR21DK075004,R01GM092963andSamuelW.GreenhouseBiostatisticsResearch EnhancementAward(GWBiostatisticsCenter).Thefundershadnoroleinstudydesign,datacollectionandanalysis,decisiontopublish,orpreparationofthe manuscript. CompetingInterests:Theauthorshavedeclaredthatnocompetinginterestsexist. *E-mail:ylai@ Introduction nordecreasing,butisa‘‘U’’shape.Aquestionmotivatedfromthis classificationisthat