IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v165y2018icp143-165.html
   My bibliography  Save this article

Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices

Author

Listed:
  • Brault, Vincent
  • Ouadah, Sarah
  • Sansonnet, Laure
  • Lévy-Leduc, Céline

Abstract

We propose a novel nonparametric approach to estimate the location of block boundaries (change-points) of non-overlapping blocks in a random symmetric matrix which consists of random variables whose distribution changes from block to block. Our change-point location estimators are based on nonparametric homogeneity tests for matrices. We first provide some theoretical results for these tests. Then, we prove the consistency of our change-point location estimators. Some numerical experiments are also provided in order to support our claims. Finally, our approach is applied to Hi-C data which are used in molecular biology to study the influence of chromosomal conformation on cell function.

Suggested Citation

  • Brault, Vincent & Ouadah, Sarah & Sansonnet, Laure & Lévy-Leduc, Céline, 2018. "Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 143-165.
  • Handle: RePEc:eee:jmvana:v:165:y:2018:i:c:p:143-165
    DOI: 10.1016/j.jmva.2017.12.005
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047259X17307753
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.jmva.2017.12.005?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Vincent Brault & Maud Delattre & Emilie Lebarbier & Tristan Mary-Huard & Céline Lévy-Leduc, 2017. "Estimating the Number of Block Boundaries from Diagonal Blockwise Matrices Without Penalization," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(2), pages 563-580, June.
    2. Haeran Cho & Piotr Fryzlewicz, 2015. "Multiple-change-point detection for high dimensional time series via sparsified binary segmentation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 77(2), pages 475-507, March.
    3. Jesse R. Dixon & Siddarth Selvaraj & Feng Yue & Audrey Kim & Yan Li & Yin Shen & Ming Hu & Jun S. Liu & Bing Ren, 2012. "Topological domains in mammalian genomes identified by analysis of chromatin interactions," Nature, Nature, vol. 485(7398), pages 376-380, May.
    4. Cho, Haeran & Fryzlewicz, Piotr, 2015. "Multiple-change-point detection for high dimensional time series via sparsified binary segmentation," LSE Research Online Documents on Economics 57147, London School of Economics and Political Science, LSE Library.
    5. Gabor J. Szekely & Maria L. Rizzo, 2005. "Hierarchical Clustering via Joint Between-Within Distances: Extending Ward's Minimum Variance Method," Journal of Classification, Springer;The Classification Society, vol. 22(2), pages 151-183, September.
    6. David S. Matteson & Nicholas A. James, 2014. "A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(505), pages 334-345, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Fryzlewicz, Piotr, 2020. "Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection," LSE Research Online Documents on Economics 103430, London School of Economics and Political Science, LSE Library.
    2. Liu, Bin & Zhang, Xinsheng & Liu, Yufeng, 2022. "High dimensional change point inference: Recent developments and extensions," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    3. 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.
    4. Neil Hwang & Jiarui Xu & Shirshendu Chatterjee & Sharmodeep Bhattacharyya, 2022. "The Bethe Hessian and Information Theoretic Approaches for Online Change-Point Detection in Network Data," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(1), pages 283-320, June.
    5. Hajra Siddiqa & Sajid Ali & Ismail Shah, 2021. "Most recent changepoint detection in censored panel data," Computational Statistics, Springer, vol. 36(1), pages 515-540, March.
    6. Holger Dette & Theresa Eckle & Mathias Vetter, 2020. "Multiscale change point detection for dependent data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(4), pages 1243-1274, December.
    7. Oleksandr Gromenko & Piotr Kokoszka & Matthew Reimherr, 2017. "Detection of change in the spatiotemporal mean function," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(1), pages 29-50, January.
    8. Simon Bussy & Mokhtar Z. Alaya & Anne‐Sophie Jannot & Agathe Guilloux, 2022. "Binacox: automatic cut‐point detection in high‐dimensional Cox model with applications in genetics," Biometrics, The International Biometric Society, vol. 78(4), pages 1414-1426, December.
    9. Barigozzi, Matteo & Trapani, Lorenzo, 2020. "Sequential testing for structural stability in approximate factor models," Stochastic Processes and their Applications, Elsevier, vol. 130(8), pages 5149-5187.
    10. Steland, Ansgar, 2020. "Testing and estimating change-points in the covariance matrix of a high-dimensional time series," Journal of Multivariate Analysis, Elsevier, vol. 177(C).
    11. Qing Yang & Yu-Ning Li & Yi Zhang, 2020. "Change point detection for nonparametric regression under strongly mixing process," Statistical Papers, Springer, vol. 61(4), pages 1465-1506, August.
    12. Zdeněk Hlávka & Marie Hušková & Simos G. Meintanis, 2020. "Change-point methods for multivariate time-series: paired vectorial observations," Statistical Papers, Springer, vol. 61(4), pages 1351-1383, August.
    13. Chen, Likai & Wang, Weining & Wu, Wei Biao, 2019. "Inference of Break-Points in High-Dimensional Time Series," IRTG 1792 Discussion Papers 2019-013, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    14. Cui, Junfeng & Wang, Guanghui & Zou, Changliang & Wang, Zhaojun, 2023. "Change-point testing for parallel data sets with FDR control," Computational Statistics & Data Analysis, Elsevier, vol. 182(C).
    15. V. Brault & C. Lévy-Leduc & A. Mathieu & A. Jullien, 2018. "Change-Point Estimation in the Multivariate Model Taking into Account the Dependence: Application to the Vegetative Development of Oilseed Rape," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 23(3), pages 374-389, September.
    16. Cho, Haeran & Korkas, Karolos K., 2022. "High-dimensional GARCH process segmentation with an application to Value-at-Risk," Econometrics and Statistics, Elsevier, vol. 23(C), pages 187-203.
    17. Jiang, Feiyu & Zhao, Zifeng & Shao, Xiaofeng, 2023. "Time series analysis of COVID-19 infection curve: A change-point perspective," Journal of Econometrics, Elsevier, vol. 232(1), pages 1-17.
    18. Nathanaël Randriamihamison & Nathalie Vialaneix & Pierre Neuvial, 2021. "Applicability and Interpretability of Ward’s Hierarchical Agglomerative Clustering With or Without Contiguity Constraints," Journal of Classification, Springer;The Classification Society, vol. 38(2), pages 363-389, July.
    19. Lee, Sangyeol & Meintanis, Simos G. & Pretorius, Charl, 2022. "Monitoring procedures for strict stationarity based on the multivariate characteristic function," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    20. J. S. Allison & M. Hušková & S. G. Meintanis, 2018. "Testing the adequacy of semiparametric transformation models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 70-94, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:165:y:2018:i:c:p:143-165. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.