S. Robin | Searcharxiv

arXiv2023

Multiple change-point detection for Poisson point processes

The aim of change-point detection is to identify behavioral shifts within time series data. This article focuses on scenarios where the data is derived from an inhomogeneous Poisson process or a marked Poisson process. We present a methodology for detecting multiple offline change-points using a minimum contrast estimator. Specifically, we address how to manage the continuous nature of the process given the available discrete observations. Additionally, we select the appropriate number of changes via a cross-validation procedure which is particularly effective given the characteristics of the Poisson process. Lastly, we show how to use this methodology for self-exciting processes with changes in the intensity. Through experiments, with both simulated and real datasets, we showcase the advantages of the proposed method, which has been implemented in the R package.

stat.ME↗

arXiv2017

A multivariate variable selection approach for analyzing LC-MS metabolomics data

Omic data are characterized by the presence of strong dependence structures that result either from data acquisition or from some underlying biological processes. In metabolomics, for instance, data resulting from Liquid Chromatography-Mass Spectrometry (LC-MS) -- a technique which gives access to a large coverage of metabolites -- exhibit such patterns. These data sets are typically used to find the metabolites characterizing a phenotype of interest associated with the samples. However, applying some statistical procedures that do not adjust the variable selection step to the dependence pattern may result in a loss of power and the selection of spurious variables. The goal of this paper is to propose a variable selection procedure in the multivariate linear model that accounts for the dependence structure of the multiple outputs which may lead in the LC-MS framework to the selection of more relevant metabolites. We propose a novel Lasso-based approach in the multivariate framework of the general linear model taking into account the dependence structure by using various modelings of the covariance matrix of the residuals. Our numerical experiments show that including the estimation of the covariance matrix of the residuals in the Lasso criterion dramatically improves the variable selection performance. Our approach is also successfully applied to a LC-MS data set made of African copals samples for which it is able to provide a small list of metabolites without altering the phenotype discrimination. Our methodology is implemented in the R package MultiVarSel which is available from the CRAN (Comprehensive R Archive Network).

stat.AP↗