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Detecting simultaneous changepoints in multiple sequences

Author

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  • Nancy R. Zhang
  • David O. Siegmund
  • Hanlee Ji
  • Jun Z. Li

Abstract

We discuss the detection of local signals that occur at the same location in multiple one-dimensional noisy sequences, with particular attention to relatively weak signals that may occur in only a fraction of the sequences. We propose simple scan and segmentation algorithms based on the sum of the chi-squared statistics for each individual sample, which is equivalent to the generalized likelihood ratio for a model where the errors in each sample are independent. The simple geometry of the statistic allows us to derive accurate analytic approximations to the significance level of such scans. The formulation of the model is motivated by the biological problem of detecting recurrent DNA copy number variants in multiple samples. We show using replicates and parent-child comparisons that pooling data across samples results in more accurate detection of copy number variants. We also apply the multisample segmentation algorithm to the analysis of a cohort of tumour samples containing complex nested and overlapping copy number aberrations, for which our method gives a sparse and intuitive cross-sample summary. Copyright 2010, Oxford University Press.

Suggested Citation

  • Nancy R. Zhang & David O. Siegmund & Hanlee Ji & Jun Z. Li, 2010. "Detecting simultaneous changepoints in multiple sequences," Biometrika, Biometrika Trust, vol. 97(3), pages 631-645.
  • Handle: RePEc:oup:biomet:v:97:y:2010:i:3:p:631-645
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    File URL: http://hdl.handle.net/10.1093/biomet/asq025
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    Citations

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    Cited by:

    1. Julius Juodakis & Stephen Marsland, 2023. "Epidemic changepoint detection in the presence of nuisance changes," Statistical Papers, Springer, vol. 64(1), pages 17-39, February.
    2. Bertille Follain & Tengyao Wang & Richard J. Samworth, 2022. "High‐dimensional changepoint estimation with heterogeneous missingness," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 1023-1055, July.
    3. Daniel Philps & Tillman Weyde & Artur d'Avila Garcez & Roy Batchelor, 2018. "Continual Learning Augmented Investment Decisions," Papers 1812.02340, arXiv.org, revised Jan 2019.
    4. Follain, Bertille & Wang, Tengyao & Samworth, Richard J., 2022. "High-dimensional changepoint estimation with heterogeneous missingness," LSE Research Online Documents on Economics 115014, London School of Economics and Political Science, LSE Library.
    5. Bin Liu & Cheng Zhou & Xinsheng Zhang & Yufeng Liu, 2020. "A unified data‐adaptive framework for high dimensional change point detection," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 82(4), pages 933-963, September.
    6. Simon A. C. Taylor & Rebecca Killick & Jonathan Burr & Louise Rogerson, 2021. "Assessing daily patterns using home activity sensors and within period changepoint detection," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(3), pages 579-595, June.
    7. Mengjia Yu & Xiaohui Chen, 2021. "Finite sample change point inference and identification for high‐dimensional mean vectors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(2), pages 247-270, April.
    8. Hahn, Georg, 2022. "Online multivariate changepoint detection with type I error control and constant time/memory updates per series," Statistics & Probability Letters, Elsevier, vol. 181(C).
    9. Cai, Qingyun, 2018. "A scoring criterion for rejection of clustered p-values," Computational Statistics & Data Analysis, Elsevier, vol. 121(C), pages 180-189.
    10. Liu, Bin & Zhang, Xinsheng & Liu, Yufeng, 2022. "High dimensional change point inference: Recent developments and extensions," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    11. Chen, Cathy Yi-hsuan & Okhrin, Yarema & Wang, Tengyao, 2022. "Monitoring network changes in social media," LSE Research Online Documents on Economics 113742, London School of Economics and Political Science, LSE Library.

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