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Detection of Changepoints in Multiple Channels

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Consider a doubly indexed array y_{n,t} for n=1,...,N and t=1,2,.... These are data obtained at times t=1,2,... from N different channels e.g. genomes, pixels in an fMRI scan, or spatially distributed detectors. I will discuss fixed sample segmentation and sequential online detection of changepoints occurring at unknown times in (usually small) subsets of the sequences, with particular attention to detection of DNA copy number variants.

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