邹长亮 | Selection of the number of change-points:Consistency and error rate control

时间:2019-10-22浏览:983设置

时间:2019年10月25日(周五) 10:00-11:00

地点:中北校区理科大楼A510报告厅

题目:Selection of the number of change-points:Consistency and error rate control

报告人:邹长亮 教授 南开大学 统计与数据科学学院

主持人:刘玉坤教授

摘要:

In multiple change-point analysis, one of the main difficulties is to determine the number of change-points. In this talk, I will introduce a data-driven approach based on an order-preserved sample-splitting strategy. Under a unified framework, a cross-validation estimation scheme is developed to achieve consistent selection. Furthermore, we construct a simple yet effective selection procedure which is able to quantify “uncertainty”, say controlling the false discovery rate. The proposed methods are applicable to most kinds of popular change-point algorithms.

报告人简介: 

邹长亮,南开大学统计与数据科学学院教授、博导。2008年于南开大学获博士学位,随后留校任教,2013年破格晋升教授。研究方向是统计学、质量科学及其与数据科学领域的交叉研究和实际应用。研究兴趣包括:高维数据统计推断、大规模数据分析、统计过程控制、变点和异常点检测等,在统计学和质量科学领域杂志上发表论文几十篇。

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