Section: New Results

Kernel change-point

Participants : Alain Celisse, Guillemette Marot.

This is a joint work with Guillem Rigaill and Morgane Pierre-Jean (Univ. Evry).

Based on a previous work, we successfully applied kernel methods to change-point detection in the context of next generation sequencing with multivariate complex data. We also provided greatly improved algorithm in terms of computational complexity (both in time and space). With very huge amounts of data, we also suggest a new strategy based on the idea of approximating the Gram matrix by a low-rank matrix, which leads to a linear time complexity algorithm.