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2019-12-26 11:48:13    浏览次数:

ag视讯大厅 色彩方案

报告人:邹长亮 教授(南开大学

报告题目:Determination of the number of change-points:Consistency and error rate control

报告摘要: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.


报告时间:2019年12月27日(星期五)上午9:30 - 11:30.


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