Change-point detection and analysis

Add to your list(s) Download to your calendar using vCal

• Siegmund, D (Stanford University)
• Monday 13 January 2014, 14:00-15:00
• Seminar Room 1, Newton Institute.

If you have a question about this talk, please contact Mustapha Amrani.

Inference for Change-Point and Related Processes

Change-point detection had its origins almost sixty years ago in the work of Page, Shiryayev, and Lorden, who focused on sequential detection of a change-point in an observed process. The observations were typically regarded as measurements of the quality of a continuous production process, and the change-point indicated a deterioration in quality that must be detected and corrected. Recent applications, especially in genetics and in fMRI analysis, have led to a variety of new fixed sample change-point problems and other problems of local signal detection having the same essential structure. In this talk I will review this history and common features of likelihood based approaches.

This talk is part of the Isaac Newton Institute Seminar Series series.

This talk is included in these lists:

• All CMS events
• Featured lists
• INI info aggregator
• Isaac Newton Institute Seminar Series
• School of Physical Sciences
• Seminar Room 1, Newton Institute
• bld31

Note that ex-directory lists are not shown.