on the adaptive partition approach to the detection of multiple change-points在自适应分区方法的检测多个切换点.pdfVIP

On the Adaptive Partition Approach to the Detection of Multiple Change-Points Yinglei Lai* Department of Statistics and Biostatistics Center, The George Washington University, Washington, D.C., United States of America Abstract With an adaptive partition procedure, we can partition a ‘‘time course’’ into consecutive non-overlapped intervals such that the population means/proportions of the observations in two adjacent intervals are significantly different at a given level aC . However, the widely used recursive combination or partition procedures do not guarantee a global optimization. We propose a modified dynamic programming algorithm to achieve a global optimization. Our method can provide consistent estimation results. In a comprehensive simulation study, our method shows an improved performance when it is compared to the recursive combination/partition procedures. In practice, aC can be determined based on a cross-validation procedure. As an application, we consider the well-known Pima Indian Diabetes data. We explore the relationship among the diabetes risk and several important variables including the plasma glucose concentration, body mass index and age. Citation: Lai Y (2011) On the Adaptive Partition Approach to the Detection of Multiple Change-Points. PLoS ONE 6(5): e19754. doi:10.1371/journal.pone.0019754 Editor: Mike B. Gravenor, University of Swansea, United Kingdom Received December 10, 2010; Accepted April 15, 2011; Published May 24, 2011 Copyright: 2011 Yinglei Lai. This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Funding: This work was supported by the National Institutes of Health grants R21DK075004, R01GM092963 and Samuel W. Greenhouse Biostatistics Research