StochastikKolloquium Optimal change point detection and localisation |  |
Speaker:Dr. Yi Yu, University of Bristol
Organizer:Institut für Mathematische Stochastik
Details:
This talk will be a combination of 4 papers. I will start from the best-studied univariate mean change point detection problem [1], which serves as a blueprint for more complex settings, and then talk about high-dimensional covariance [2], sparse dynamic networks [3] and distribution functions (ongoing project) change point detection problems.
I will show the phase transitions and minimax optimality in all settings.
[1] https://arxiv.org/abs/1810.09498
[2] https://arxiv.org/abs/1712.09912
[3] https://arxiv.org/abs/1809.09602
I will show the phase transitions and minimax optimality in all settings.
[1] https://arxiv.org/abs/1810.09498
[2] https://arxiv.org/abs/1712.09912
[3] https://arxiv.org/abs/1809.09602
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Type:Colloquium
Language:English
Category:Research
Host:Dozenten des Instituts für Mathematische Stochastik
External link:http://www.stochastik.math.uni-goettingen.de/
Additional information:Download PDF attachment
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Direct link to event:https://events.goettingen-campus.de/event?eventId=16295
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