报告题目:Data-driven selection of the number of change-points via error rate control
报告人:邹长亮(南开大学统计与数据科学学院,教授)
报告时间:2022年8月11日 14:30-16:00
报告地点:腾讯会议ID:650-798-037
校内联系人:李天然
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. We construct a simple yet effective selection procedure which can quantify “uncertainty”, say controlling certain error rate. The proposed methods are applicable to most kinds of popular change-point algorithms.
欢迎各位老师、学生届时参与!