{"54999":{"#nid":"54999","#data":{"type":"event","title":"BIC Applied to Model Selection of a Large Number of Change-points","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E BIC Applied to Model Selection of a Large Number of Change-points\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Professor David Siegmund\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EIn a previous paper (Biometrics, 2006, pp. 22-32) we derived a Bayes Information Criterion (BIC) for determining the number of change-points in a sequence of independent\nobservations when the number $m$ of change-points is assumed to remain bounded as the number of observations increases. Here we generalize that result to include multiple aligned sequences with intervals of simultaneous change that occur in a fraction of the sequences and a total number of of change-points $m$ that can increase with the sample size; and we include in the criterion terms that increase at rate $m$. Stochastic terms that enter into the new criterion involve integrals and maxima of two-sided Brownian motion \nwith negative drift. Examples involve segmenting aligned DNA sequences according to copy number variations that occur at the same position in a fraction of the sequences.\n\u003Cbr \/\u003EThis is joint research with N. Zhang.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"\u003Cp\u003EBIC Applied to Model Selection of a Large Number of Change-points\u003C\/p\u003E","format":"limited_html"}],"field_summary_sentence":[{"value":"BIC Applied to Model Selection of a Large Number of Change-points"}],"uid":"27187","created_gmt":"2010-03-18 10:56:54","changed_gmt":"2016-10-08 01:51:05","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2010-04-07T13:00:00-04:00","event_time_end":"2010-04-07T14:00:00-04:00","event_time_end_last":"2010-04-07T14:00:00-04:00","gmt_time_start":"2010-04-07 17:00:00","gmt_time_end":"2010-04-07 18:00:00","gmt_time_end_last":"2010-04-07 18:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}}}