Segmentation and Estimation of Change-point Models: False Positive Control and Confidence Regions

作者:sds_poster 发布时间:2018-12-19

Speaker: Xiao Fang, The Chinese University of Hong Kong
Host: Qinwen Wang, School of Data Science, Fudan University
Time: 15:30-16:30 Dec. 27, 2018
Location: Zibin N102, Fudan University
Abstract: To segment a sequence of independent random variables at an unknown number of change-points, we introduce new procedures that are based on thresholding the likelihood ratio statistic. We also study confidence regions based on the likelihood ratio statistic for the change-points and joint confidence regions for the change-points and the parameter values. Applications to segment array CGH data are discussed. Joint work with Jian Li and David Siegmund.
Bio: Dr. Fang is currently an Assistant Professor in the Department of Statistics at the Chinese University of Hong Kong. He received his bachelor’s degree from Peking University and Ph.D. degree from the National University of Singapore. His research interests include Stein’s method for probability approximations, change-point analysis and their applications.