Events Calendar

The Department of Statistics and Actuarial Science Spring Colloquium Series presents:

Hao Chen, Associate Professor, Department of Statistics, University of California, Davis

"Change-point detection for modern complex data"

Abstract: Change-point analysis is thriving in this big data era, addressing problems that arise across many fields where massive data sequences are collected to study complex phenomena over time. It plays a crucial role in processing these data by segmenting long sequences into homogeneous parts for subsequent studies. Observations could be high-dimensional or not lie in the Euclidean space, such as network data, which are challenging to characterize using parametric models. We utilize the inter-point information of the observations and propose a series of nonparametric methods to address the issue. In particular, we take into account a pattern caused by the curse of dimensionality so that the proposed methods can accommodate a broad range of alternatives. Additionally, we work out ways to analytically approximate the p-values of the test statistics, enabling rapid type I error control. The methods are applied to Neuropixels data in the analysis of thousands of neurons’ activities.

This virtual presentation begins at 2:00 p.m.

Topic: UIowa Department of Statistics & Actuarial Science Colloquium

Time: Feb. 13, 2025, 2:00 p.m. Central Time (US and Canada)

Zoom link

Meeting ID: 939 3303 8709

Passcode: iowa