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Activity Number:
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111
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Type:
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Contributed
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Date/Time:
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Monday, July 30, 2007 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Statistical Computing
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| Abstract - #309457 |
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Title:
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On an Efficient Algorithm for Boundary Detection
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Author(s):
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Tsung-Lin Cheng*+
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Companies:
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National Changhua University of Education
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Address:
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Department of Math, Changhua, 500, Taiwan
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Keywords:
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change curve ; random field
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Abstract:
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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 traditional 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 and different changes.
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