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      當前位置: 華中科技大學數學與統計學院 > 科學研究 > 學術活動 > 正文



      2019-12-26 11:48:13    瀏覽次數:

      字體 色彩方案

      報告人:鄒長亮 教授(南開大學

      報告題目:Determination of the number of change-points:Consistency and error rate control

      報告摘要: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.


      報告時間:2019年12月27日(星期五)上午9:30 - 11:30.