Detecting simultaneous changepoints in multiple sequences
多条序列中共同变点的检测
We discuss the detection of local signals that occur at the same location in multiple one-dimensional noisy sequences, with particular attention to relatively weak signals that may occur in only a fraction of the sequences. We propose simple scan and segmentation algorithms based on the sum of the chi-squared statistics for each individual sample, which is equivalent to the generalized likelihood ratio for a model where the errors in each sample are independent. The simple…