  We consider the segmentation problem of Poisson and negative binomial (i.e.
overdispersed Poisson) rate distributions. In segmentation, an important issue
remains the choice of the number of segments. To this end, we propose a
penalized log-likelihood estimator where the penalty function is constructed in
a non-asymptotic context following the works of L. Birg\'e and P. Massart. The
resulting estimator is proved to satisfy an oracle inequality. The performances
of our criterion is assessed using simulated and real datasets in the RNA-seq
data analysis context.
