报 告 人:吴月华 教授(加拿大约克大学)
报告题目:Recent developments in multiple change-point detection
报告时间:2019年6月10日 (周一)下午16:00
报告地点:静远楼1506报告厅
主办单位:数学与统计学院、科学技术研究院
报告人简介:
吴月华,加拿大约克大学(York University)数学与统计系教授;1989年获得美国匹兹堡大学统计学博士学位,师从世界著名统计学家C.R. Rao。吴教授研究领域包括空间统计、高维统计、变点检验、模型选择、非参数估计、金融统计以及在环境科学、信息科学、生物医学等交叉学科。目前当选国际统计学会的会员(Elected member of International Statistical Institute),承担了一些加拿大重要科研项目,发表学术论文百余篇,其中包括5篇国际最顶级期刊Proceedings of the National Academy of Sciences of the United States of America(PNAS,美国国家科学院院刊)论文。
报告摘要:
Multiple change-point problems can be found in many areas of science and engineering. To detect all change-points in a data sequence is of great importance. A statistical analysis without considering their existence may lead to an incorrect or improper conclusion. We will present some numerical examples to illustrate a change-point problem, and show the importance to include a change-point in data modeling. We will discuss recent developments in multiple change-point detection and their applications in real problems.
联 系 人:张淑侠