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- W2287268131 abstract "Copy number variations in cancer cells and volatility fluctuations in stock prices are commonly manifested as changepoints occurring at the same positions across related data sequences. We introduce a Bayesian modeling framework, BASIC, that employs a changepoint prior to capture the co-occurrence tendency in data of this type. We design efficient algorithms to sample from and maximize over the BASIC changepoint posterior and develop a Monte Carlo expectation-maximization procedure to select prior hyperparameters in an empirical Bayes fashion. We use the resulting BASIC framework to analyze DNA copy number variations in the NCI-60 cancer cell lines and to identify important events that affected the price volatility of S&P 500 stocks from 2000 to 2009." @default.
- W2287268131 created "2016-06-24" @default.
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- W2287268131 date "2015-08-06" @default.
- W2287268131 modified "2023-09-27" @default.
- W2287268131 title "Empirical Bayesian analysis of simultaneous changepoints in multiple data sequences" @default.
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- W2287268131 doi "https://doi.org/10.48550/arxiv.1508.01280" @default.
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