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Please use this identifier to cite or link to this item: http://ir.ncue.edu.tw/ir/handle/987654321/14069

Title: On an Efficient Algorithm for Boundary Detection
Authors: Cheng, Tsung-Lin;Lu, Xue-Wen
Contributors: 數學系
Keywords: Change-curve detection;Random fields;Boundary estimation
Date: 2007-12
Issue Date: 2012-09-10T06:01:43Z
Publisher: 中國統計學社
Abstract: We propose a novel and efficient algorithm to detect the change-curve which separates a random field into two parts with distinct distributions. This algorithm, compared with the cumulative-sums (CUSUM) estimations in the one-dimensional case (cf. Cheng 2006), not only simplifies the proofs of the consistency of the estimators of the change-point but also dramatically reduces the computation time without sacrificing too much precision. We extend this method to the random fields under mild conditions. To illustrate the algorithm, we perform some Monte Carlo simulations for different models with different changes.
Relation: Journal of the Chinese Statistical Association, 45(4): 372-385
Appears in Collections:[數學系] 期刊論文

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