Using penalized contrasts for the change-point problem

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(1)Using penalized contrasts for the change-point problem Marc Lavielle. To cite this version: Marc Lavielle. Using penalized contrasts for the change-point problem. RR-5339, INRIA. 2004, pp.18. �inria-00070662�. HAL Id: inria-00070662 https://hal.inria.fr/inria-00070662 Submitted on 19 May 2006. HAL is a multi-disciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers.. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou privés..

(2) INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET EN AUTOMATIQUE. Using penalized contrasts for the change-point problem Marc Lavielle. N° 5339 Octobre 2004. N 0249-6399. ISRN INRIA/RR--5339--FR+ENG. Thème COG. apport de recherche.

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(132) nª_Kv?´*w)K thv)GJ IVa D) ZT3p) UVXZVXD)IG)j`Va^n_jI #k~5 | %'m¯:Î5jjkI&´mh]op 'ª_p)IH]_m$K¥k uWCED_I&G&_j`Va^n)jkIJYqD_mh])[?InoZ?^]VqU n)eaZ\z)jkIHG bZ\e8VXD)IJUXnoIYVXeqmhj#pTÛi VaeX^kz)TVa^Z?]ª v! & =: ëo\Z?j@ K_T])Z__t)Tn)nª_\}t TK?w) #k~\~ % cm\Q Z ck uWµUiVa^GmhVX^k])[ VXD_I]:)G&z3IHe#Zhb)YqD_m\])[\IH=n3Z\^k]VaU:^m8QTYqD:ËmheafYea^`VaIHea^Z?]ª v 0

(133) hp p ) k)\Z?j@ K_Tn)nªª~)~3~5?w) # %. . . . ââ ßyz ÜÜ&{.

(134) ~ &&# &# 4C0 5 À Á #h / À0 1 -M¼ 0 .:/ ¼ Á¢ À0 H) 5 ¼ 5/) T ¼ À ¼ # 0 3¼?¾7-À / 0 - À . ¼ {){) {~ dCEI5D_]_ImhYjViZ\S]Vabea)m?]_UiYVVX^kbZ\)]]_YbVXZ\^keEZ\] VaD)INYqD_ m\N])[\IH =n3yZ\^k]NVEn_eXNZ?z) jI5 G N NN yy NN NN {){) }v ]B]Bm\mhTp)Vam\Z\nTGVX^k\mVaI ^kYyYqD)n)Z?ea^kZTYHYIyI5Z\p)b)VaeXD)IyI bZ?noe I5I5]_UWmhVXjk^k^kGJ5mmhVaVX^^kZ?])]$`[ noC mheqmhGJNIVa IHe*N yy NN NN

(135) ½3¼ /c 0 - - À ) - - .:/@\T / À 0 À ¼ ¼ 0 T / .À 0 t) À ~ ¼ K(Do /mh ])[? I5.cUET^k ]/ À Va0 D) I GJI5mh]1 N N y N N N N y N N t) { K(Domh])[?I5UE^k]VaD)I mhea^km\]_YI N y N N N N y N N. D )gP. . NN NN. NN NN. yy yy. }t K. . N N y %4 ~¯ t 4. N N y %~¯t. vØ#âvxw.

(136) Unité de recherche INRIA Futurs Parc Club Orsay Université - ZAC des Vignes 4, rue Jacques Monod - 91893 ORSAY Cedex (France) Unité de recherche INRIA Lorraine : LORIA, Technopôle de Nancy-Brabois - Campus scientifique 615, rue du Jardin Botanique - BP 101 - 54602 Villers-lès-Nancy Cedex (France) Unité de recherche INRIA Rennes : IRISA, Campus universitaire de Beaulieu - 35042 Rennes Cedex (France) Unité de recherche INRIA Rhône-Alpes : 655, avenue de l’Europe - 38334 Montbonnot Saint-Ismier (France) Unité de recherche INRIA Rocquencourt : Domaine de Voluceau - Rocquencourt - BP 105 - 78153 Le Chesnay Cedex (France) Unité de recherche INRIA Sophia Antipolis : 2004, route des Lucioles - BP 93 - 06902 Sophia Antipolis Cedex (France). Éditeur INRIA - Domaine de Voluceau - Rocquencourt, BP 105 - 78153 Le Chesnay Cedex (France).

(137). . ISSN 0249-6399.

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