EconPapers    
Economics at your fingertips  
 

A model selection approach for multiple sequence segmentation and dimensionality reduction

Bruno M. Castro, Renan B. Lemes, Jonatas Cesar, Tábita Hünemeier and Florencia Leonardi

Journal of Multivariate Analysis, 2018, vol. 167, issue C, 319-330

Abstract: In this paper we consider the problem of segmenting n aligned random sequences of equal length m into a finite number of independent blocks. We propose a penalized maximum likelihood criterion to infer simultaneously the number of points of independence as well as the position of each point. We show how to compute exactly the estimator by means of a dynamic programming algorithm with time complexity O(m2n). We also propose another method, called hierarchical algorithm, that provides an approximation to the estimator when the sample size increases and runs in time O{mln(m)n}. Our main theoretical results are the strong consistency of both estimators when the sample size n grows to infinity. We illustrate the convergence of these algorithms through some simulation examples and we apply the method to identify recombination hotspots in real SNPs data.

Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047259X18302331
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:167:y:2018:i:c:p:319-330

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.jmva.2018.05.006

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:jmvana:v:167:y:2018:i:c:p:319-330