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- Zaïd Harchaoui, Céline Lévy-Leduc
- NIPS
- 2007

We propose a new approach for dealing with the estimation of the location of change-points in one-dimensional piecewise constant signals observed in white noise. Our approach consists in reframing this task in a variable selection context. We use a penalized least-squares criterion with a `1-type penalty for this purpose. We prove some theoretical results… (More)

- Céline Lévy-Leduc, Maud Delattre, Tristan Mary-Huard, Stéphane Robin
- Bioinformatics
- 2014

MOTIVATION
The spatial conformation of the chromosome has a deep influence on gene regulation and expression. Hi-C technology allows the evaluation of the spatial proximity between any pair of loci along the genome. It results in a data matrix where blocks corresponding to (self-)interacting regions appear. The delimitation of such blocks is critical to… (More)

- Marc Lavielle, Céline Lévy-Leduc
- IEEE Transactions on Signal Processing
- 2005

We propose a semiparametric approach to fundamental frequency estimation of an unknown periodic signal in additive white noise based on model selection. Our estimator maximizes a penalized version of the cumulated periodogram and is proved to be consistent and asymptotically efficient under very general conditions. When the number of observations is fixed,… (More)

A desirable property of an autocovariance estimator is to be robust to the presence of additive outliers. It is well-known that the sample autocovariance, being based on moments, does not have this property. Hence, the use of an autocovariance estimator which is robust to additive outliers can be very useful for time-series modeling. In this paper, the… (More)

Abstract: Motivated by applications in genetic fields, we propose to estimate the heritability in high-dimensional sparse linear mixed models. The heritability determines how the variance is shared between the different random components of a linear mixed model. The main novelty of our approach is to consider that the random effects can be sparse, that is… (More)

Detecting and locating changes in highly multivariate data is a major concern in several current statistical applications. In this context, the first contribution of the paper is a novel non-parametric two-sample homogeneity test for multivariate data based on the well-known Wilcoxon rank statistic. The proposed two-sample homogeneity test statistic can be… (More)

- Alexandre Lung-Yut-Fong, Céline Lévy-Leduc, Olivier Cappé
- 2011 IEEE International Conference on Acoustics…
- 2011

We introduce a novel statistical test for unsupervised detection of changepoints in multidimensional sequences of temporal observations. The test statistic is based on a multivariate generalization of the Mann-Whitney Wilcoxon two-sample test. The proposed test performs nonparametric changepoint localization and returns a quantifiable measure of… (More)

- Alexandre Lung-Yut-Fong, Céline Lévy-Leduc, Olivier Cappé
- 2011 IEEE Statistical Signal Processing Workshop…
- 2011

We propose a non-parametric statistical procedure for detecting multiple change-points in multidimensional signals. The method is based on a test statistic that generalizes the well-known Kruskal-Wallis procedure to the multivariate setting. The proposed approach does not require any knowledge about the distribution of the observations and is… (More)

- Alessandro José Queiroz Sarnaglia, Valderio Anselmo Reisen, P. Bondou, Céline Lévy-Leduc
- 2016 IEEE Statistical Signal Processing Workshop…
- 2016

This paper proposes an estimation approach of the Whittle estimator to fit periodic autoregressive moving average (PARMA) models when the process is contaminated with additive outliers and/or has heavy-tailed noise. It is derived by replacing the ordinary Fourier transform with the non-linear M-regression estimator in the harmonic regression equation that… (More)

- Alexandre Lung-Yut-Fong, Céline Lévy-Leduc, Olivier Cappé
- Statistics and Computing
- 2012

We propose a novel approach for distributed statistical detection of change-points in high-volume network traffic. We consider more specifically the task of detecting and identifying the targets of Distributed Denial of Service (DDoS) attacks. The proposed algorithm, calledDTopRank, performs distributed network anomaly detection by aggregating the partial… (More)