Estimating the number of change-points in a two-dimensional segmentation model without penalization

In computational biology, numerous recent studies have been dedicated to the analysis of the chromatin structure within the cell by two-dimensional segmentation methods. Motivated by this application, we consider the problem of retrieving the diagonal blocks in a matrix of observations. The theoretical properties of the least-squares estimators of both the boundaries and the number of blocks proposed by Lévy-Leduc et al. [2014] are investigated. More precisely, the contribution of the paper is to establish the consistency of these estimators. A surprising consequence of our results is that, contrary to the onedimensional case, a penalty is not needed for retrieving the true number of diagonal blocks. Finally, the results are illustrated on synthetic data.

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