Change-point detection regains much attention recently for analyzing array or
sequencing data for copy number variation (CNV) detection. In such
applications, the true signals are typically very short and buried in the long
data sequence, which makes it challenging to identify the variations
efficiently and accurately. In this article, we propose a new change-point
detection method, a backward procedure, which is not only fast and simple
enough to exploit high-dimensional data but also performs very well for
detecting short signals. Although motivated by CNV detection, the backward
procedure is generally applicable to assorted change-point problems that arise
in a variety of scientific applications. It is illustrated by both simulated
and real CNV data that the backward detection has clear advantages over other
competing methods especially when the true signal is short