Section: New Results
Kernel change-point detection
Participant : Sylvain Arlot [correspondant] .
In  , we tackle the change-point problem with data belonging to a general set. We propose a penalty for choosing the number of change-points in the kernel-based method of Harchaoui and Cappé (2007). This penalty generalizes the one proposed for one dimensional signals by Lebarbier (2005). We prove it satisfies a non-asymptotic oracle inequality by showing a new concentration result in Hilbert spaces. Experiments on synthetic and real data illustrate the accuracy of our method, showing it can detect changes in the whole distribution of data, even when the mean and variance are constant. Our algorithm can also deal with data of complex nature, such as the GIST descriptors which are commonly used for video temporal segmentation.
Collaboration with Alain Celisse (University Lille 1; Inria Lille, MODAL team) and Zaïd Harchaoui (Inria Grenoble, LEAR team).