应bat365在线平台应用数学系邀请，加拿大约克大学数学与统计系吴月华教授将于2018年5月9日-5月11日访问我校并做学术报告。
题目：Multiple change-point detection and its applications
时间：5月10日周四下午4:10-5:10
地点：曲江校区bat365在线平台报告厅
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！
理 学 院
2018年5月9日
