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20181019 邹长亮:Consistent estimation of the number of change-points
时间:2018-10-15

报告时间:2018年10月19日 14:00-15:30

报告地点:明德主楼1016会议室

报告主题:Consistent estimation of the number of change-points


报告摘要:In multiple change-point analysis, one of the major challenges is to estimate the number of change-points. In this talk, I will briefly introduce some recent developments on data-driven selection criteria from two main aspects, parametric and semi-parametric modelling. Under a unified parametric framework, an order-preserved sample-splitting strategy is shown to achieve asymptotic selection consistency under some mild conditions. For a broad class of semi-parametric regression models, we propose a joint least-squares loss function which serves as a reasonable measure for determining the number of change-points. Some extensions such as the high-dimensional settings, are also involved.


个人简介:邹长亮,南开大学统计与数据科学学院教授、博导。08年于南开大学获博士学位,随后留校任教。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。