Comparing change-point location in independent series

We are interested in the comparison of the positions of the change-points in the segmentation of independent series. We consider a Bayesian framework with conjugate priors to perform exact inference on the change-point model. This work is motivated by the comparison of transcript boundaries in yeast grown under different conditions. When comparing two series, we derive the posterior credibility interval of the shift between the locations. When comparing more than two series, we compute the posterior probability for a given change-point to have the same location in all series. All calculations are made in an exact manner in a quadratic time. The performances of those approaches are assessed via a simulation study. When applied to yeast genes, this approach reveals different behavior between internal and external exon boundaries.