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【报告】理学院学术报告—加拿大约克大学数学与统计系吴月华教授

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应理学院应用数学系邀请,加拿大约克大学数学与统计系吴月华教授将于201859-511日访问我校并做学术报告。

题目:Multiple change-point detection and its applications

时间:510日周四下午4:10-5:10

地点:曲江校区理学院报告厅

报告摘要:Multiple change-point problems can be found in many areas of science and engineering. To detect all change-points in a data sequence is of great importance. A statistical analysis without considering their existence may lead to an incorrect or improper conclusion. We will present some numerical examples to illustrate a change-point problem, and show the importance to include a change-point in data modelling. Owing to the rapid development in model selection methods, a multiple change-point detection method can be built upon by converting a multiple change-point detection problem into a variable selection problem via proper segmentation of a data sequence. We will discuss recent developments in multiple change-point detection using this methodology and their applications in real problems.

报告人简介: 吴月华,加拿大约克大学数学与统计系资深教授。1989年获得美国匹兹堡大学统计学博士学位,师从世界著名统计学家C. R. Rao。研究领域非常广泛,包括空间统计、M-估计、模型选择、变点检测、非参数估计、金融统计等,以及在环境科学、信息科学、计量经济学、生物医学等领域中的应用,目前是国际统计学会的会员。在Proceeding of National Academy Science, USA,(美国国家科学院院刊),Computational Statistics & Data Analysis(计算统计与数据分析)、Statistica Sinica(泛华统计)、Journal of Multivariate Analysis(多元统计分析)等期刊发表学术论文100多篇。先后担任《The Annals of Statistics》、《Journal of American Statistical Association》、《Probability Theory and Related Fields》等多种期刊的审稿人。承担加拿大环境署(Environment Canada)、加拿大自然科学基金(NSERC Discovery Grant)等多项重要科研项目。

 

欢迎广大师生踊跃参加!

                                                                                

                                                                                                                                                                                                              201859

 

 

 
 
 
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