963
Views
32
CrossRef citations to date
0
Altmetric
Theory and Methods

Stepwise Signal Extraction via Marginal Likelihood

Pages 314-330 | Received 01 Nov 2013, Published online: 05 May 2016

REFERENCES

  • Auger, I.E., and Lawrence, C.E. (1989), “Algorithms for the Optimal Identification of Segment Neighborhoods,” Bulletin of Mathematical Biology, 51, 39–54.
  • Bai, J., and Perron, P. (1998), “Estimating and Testing Linear Models With Multiple Structural Changes,” Econometrica, 66, 47–78.
  • —— (2003), “Computation and Analysis of Multiple Structural Change Models,” Journal of Applied Econometrics, 18, 1–22.
  • Barry, D., and Hartigan, J. (1993), “A Bayesian Analysis for Change-Point Problems,” Journal of the American Statistical Association, 88, 309–319.
  • Bekaert, G., Harvey, C.R., and Lumsdaine, R.L. (2002), “Dating the Integration of World Equity Markets,” Journal of Financial Economics, 65, 203–247.
  • Bellman, R., and Roth, R. (1969), “Curve Fitting by Segmented Straight Lines,” Journal of the American Statistical Association, 64, 1079–1084
  • Bement, T.R., and Waterman, M.S. (1977), “Locating Maximum Variance Segments in Sequential Data,” Mathematical Geosciences, 9, 55–61
  • Bhattacharya, P.K. (1994), “Some Aspects of Change-Point Analysis,” in Change-Point Problems, IMS Monograph 23, eds. E. Carlstein, H. Muller, and D. Siegmund, Hayward, CA: Institute of Mathematical Statistics, pp. 28–56.
  • Boysen, L., Kempe, A., Liebscher, V., Munk, A., and Wittich, O. (2009), “Consistencies and Rates of Convergence of Jump-Penalized Least Squares Estimators,” The Annals of Statistics, 37, 157–183.
  • Braun, J.V., Braun, R.K., and Müller, H.-G. (2000), “Multiple Changepoint Fitting via Quasilikelihood, With Application to DNA Sequence Segmentation,” Biometrika, 87, 301–314.
  • Braun, J.V., and Müller, H.-G. (1998), “Statistical Methods for DNA Sequence Segmentation,” Statistical Science, 13, 142–162.
  • Bredel, M., Bredel, C., Juric, D., Harsh, G.R., Vogel, H., Recht, L.D., and Sikic, B.I. (2005), “High-Resolution Genome-Wide Mapping of Genetic Alterations in Human Glial Brain Tumors,” Cancer Research, 65, 4088–4096.
  • Carlin, B., Gelfand, A., and Smith, A. (1992), “Hierarchical Bayesian Analysis of Changepoint Problems,” Applied Statistics, 41, 2, 389–405.
  • Chernoff, H., and Zacks, S. (1964), “Estimating the Current Mean of a Normal Distribution Which is Subjected to Changes in Time,” The Annals of Mathematical Statistics, 35, 999–1018.
  • Chib, S. (1998), “Estimation and Comparison of Multiple Change-Point Models,” Journal of Econometrics, 86, 221–241.
  • Davis, R.A., Lee, T. C.M., and Rodriguez-Yam, G.A. (2006), “Structural Break Estimation for Nonstationary Time Series Models,” Journal of the American Statistical Association, 101, 223–239.
  • Du, C., and Kou, S.C. (2012), “Correlation Analysis of Enzymatic Reaction of a Single Protein Molecule,” The Annals of Applied Statistics, 6, 950–976.
  • English, B.P., Min, W., van Oijen, A.M., Lee, K.T., Luo, G., Sun, H., Cherayil, B.J., Kou, S.C., and Xie, X.S. (2006), “Ever-Fluctuating Single Enzyme Molecules: Michaelis-Menten Equation Revisited,” Nature Chemical Biology, 2, 87–94.
  • Fearnhead, P. (2005), “Exact Bayesian Curve Fitting and Signal Segmentation,” IEEE Transactions on Signal Processing, 53, 2160–2166.
  • —— (2006), “Exact and Efficient Bayesian Inference for Multiple Changepoint Problems,” Statistics and Computing, 16, 203–213.
  • Fearnhead, P., and Liu, Z. (2007), “On-line Inference for Multiple Changepoint Problems,” Journal of the Royal Statistical Society, Series B, 69, 589–605.
  • Frick, K., Munk, A., and Sieling, H. (2014), “Multiscale Change-Point Inference,” Journal of the Royal Statistical Society, Series B, 76, 495–580.
  • Fuh, C.-D. (2003), “SPRT and CUSUM in Hidden Markov Models,” Annals of Statistics, 31, 942–977.
  • —— (2004), “Asymptotic Operating Characteristics of an Optimal Change Point Detection in Hidden Markov Models,” Annals of Statistics, 32, 2305–2339.
  • Giordani, P., and Kohn, R. (2008), “Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models,” Journal of Business & Economic Statistics, 26, 66–77.
  • Green, P. (1995), “Reversible Jump Markov Chain Monte Carlo Computation and Bayesian Model Determination,” Biometrika, 82, 711–732.
  • Hinkley, D.V. (1970), “Inference About the Change-Point in a Sequence of Random Variables,” Biometrika, 57, 1–17.
  • Jackson, B., Scargle, J.D., Barnes, D., Arabhi, S., Alt, A., Gioumousis, P., Gwin, E., Sangtrakulcharoen, P., Tan, L., and Tsai, T.T. (2005), “An Algorithm for Optimal Partitioning of Data on an Interval,” IEEE Signal Processing Letters, 12, 105–108.
  • Jarrett, R.G. (1979), “A Note on the Intervals Between Coal-Mining Disasters,” Biometrika, 66, 191–193.
  • Johnson, T.D., Elashoff, R.M., and Harkema, S.J. (2003), “A Bayesian Change-Point Analysis of Electromyographic Data: Detecting Muscle Activation Patterns and Associated Applications,” Biostatistics, 4, 143–164.
  • Killick, R., Fearnhead, P., and Eckley, I.A. (2012), “Optimal Detection of Changepoints With a Linear Computational Cost,” Journal of the American Statistical Association, 107, 1590–1598.
  • Koop, G., and Potter, S.M. (2007), “Estimation and Forecasting in Models With Multiple Breaks,” The Review of Economic Studies, 74, 763–789
  • —— (2009), “Prior Elicitation in Multiple Change-Point Models,” International Economic Review, 50, 751–772.
  • Kou, S.C. (2008), “Stochastic Networks in Nanoscale Biophysics: Modeling Enzymatic Reaction of a Single Protein,” Journal of the American Statistical Association, 103, 961–975.
  • —— (2009), “A Selective View of Stochastic Inference and Modeling Problems in Nanoscale Biophysics,” Science in China, A, 52, 1181–1211.
  • Lai, T., and Xing, H. (2011), “A Simple Bayesian Approach to Multiple Change-Points,” Statistica Sinica, 21, 539–569.
  • Lai, W.R., Johnson, M.D., Kucherlapati, R., and Park, P.J. (2005), “Comparative Analysis of Algorithms for Identifying Amplifications and Deletions in Array CGH Data,” Bioinformatics, 21, 3763–3770.
  • Lu, H.P., Xun, L., and Xie, X.S. (1998), “Single-Molecule Enzymatic Dynamics,” Science, 282, 1877–1882.
  • Moerner, W.E. (2002), “A Dozen Years of Single-Molecule Spectroscopy in Physics, Chemistry, and Biophysics,” The Journal of Physical Chemistry, 106, 910–927.
  • Moreno, E., Javier Girón, F., and García-Ferrer, A. (2013), “A Consistent On-line Bayesian Procedure for Detecting Change Points,” Environmetrics, 24, 342–356.
  • Nan, X., Sims, P.A., and Xie, X.S. (2008), “Organelle Tracking in a Living Cell With Microsecond Time Resolution and Nanometer Spatial Precision,” ChemPhysChem, 9, 707–712.
  • Nie, S., and Zare, R. (1997), “Optical Detection of Single Molecules,” Annual Review of Biophysics and Biomolecular Structure, 26, 567–596.
  • Olshen, A.B., Venkatraman, E., Lucito, R., and Wigler, M. (2004), “Circular Binary Segmentation for the Analysis of Array-Based DNA Copy Number Data,” Biostatistics, 5, 557–572.
  • O Ruanaidh, J. J.K., and Fitzgerald, W.J. (1996), Numerical Bayesian Methods Applied to Signal Processing, New York: Springer-Verlag.
  • Pesaran, M.H., Pettenuzzo, D., and Timmermann, A. (2006), “Forecasting Time Series Subject to Multiple Structural Breaks,” The Review of Economic Studies, 73, 1057–1084.
  • Qian, H., and Kou, S.C. (2014), “Statistics and Related Topics in Single-Molecule Biophysics,” Annual Review of Statistics and Its Application, 1, 465–492.
  • Scott, A.J., and Knott, M. (1974), “A Cluster Analysis Method for Grouping Means in the Analysis of Variance,” Biometrics, 30, 507–512
  • Smith, A. F.M. (1975), “A Bayesian Approach to Inference About a Change-Point in a Sequence of Random Variables,” Biometrika, 62, 407–416.
  • Tamarat, Ph, Maali, A., Lounis, B., and Orrit, M. (2000), “Ten Years of Single-Molecule Spectroscopy,” The Journal of Physical Chemistry, Series A, 104, 1–16.
  • Tibshirani, R., Saunders, M., Rosset, S., Zhu, J., and Knight, K. (2005), “Sparsity and Smoothness via the Fused Lasso,” Journal of the Royal Statistical Society, Series B, 67, 91–108.
  • Tibshirani, R., and Wang, P. (2008), “Spatial Smoothing and Hot Spot Detection for CGH Data Using the Fused Lasso,” Biostatistics, 9, 18–29.
  • Venkatraman, E., and Olshen, A.B. (2007), “A Faster Circular Binary Segmentation Algorithm for the Analysis of Array CGH Data,” Bioinformatics, 23, 657–663.
  • Wang, J., and Wolynes, P. (1995), “Intermittency of Single Molecule Reaction Dynamics in Fluctuating Environments,” Physical Review Letters, 74, 4317–4320.
  • Weiss, S. (2000), “Measuring Conformational Dynamics of Biomolecules by Single Molecule Fluorescence Spectroscopy,” Nature Structural Biology, 7, 724–729.
  • Wyse, J., and Friel, N. (2010), “Simulation-Based Bayesian Analysis for Multiple Changepoints,” arXiv preprint (arXiv:1011.2932)
  • Xie, X.S., and Lu, H.P. (1999), “Single-Molecule Enzymology,” Journal of Biological Chemistry, 274, 15967–15970.
  • Xie, X.S., and Trautman, J.K. (1998), “Optical Studies of Single Molecules at Room Temperature,” Annual Review of Physical Chemistry, 49, 441–480.
  • Yang, T.Y., and Kuo, L. (2001), “Bayesian Binary Segmentation Procedure for a Poisson Process With Multiple Changepoints,” Journal of Computational and Graphical Statistics, 10, 772–785.
  • Yao, Y.-C. (1988), “Estimating the Number of Change-Points via Schwarz’ Criterion,” Statistics & Probability Letters, 6, 181–189.
  • Yao, Y.-C., and Au, S.T. (1989), “Least-Squares Estimation of a Step Function,” Sankhyā: The Indian Journal of Statistics, Series A, 51, 370–381.
  • Yildiz, A., Tomishige, M., Vale, R.D., and Selvin, P.R. (2004), “Kinesin Walks Hand-Over-Hand,” Science, 303, 676–678.
  • Zhang, N.R., and Siegmund, D.O. (2007), “A Modified Bayes Information Criterion With Applications to the Analysis of Comparative Genomic Hybridization Data,” Biometrics, 63, 22–32.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.