Date:17 April 2019, Wednesday
Location:S16-06-118, Seminar Room
Time:03:00pm - 04:00pm
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, minimax optimality and binary segmentation type algorithms in all settings. To conclude the talk, I will talk about the penalisation techniques used in the change point detection problem and the limitations thereof.
Block S16, Level 7, 6 Science Drive 2,
Faculty Of Science,
National University of Singapore
Singapore 117546
+65 6516 4416
+65 6872 3919
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