應(yīng)yl7703永利官網(wǎng)李周平副教授和趙學(xué)靖副教授邀請(qǐng)，中山大學(xué)數(shù)學(xué)學(xué)院和中山醫(yī)學(xué)院王學(xué)欽教授將于2019年7月14日至15日訪問我校并作學(xué)術(shù)報(bào)告。

報(bào)告題目：Hierarchical Change-Point Detection for Multivariate Time Series via a Ball Detection Function

報(bào)告時(shí)間：7月15日（星期一）上午9：30

報(bào)告地點(diǎn)：齊云樓911報(bào)告廳

摘 要：Sequences of random objects arise from many real applications, including high throughput omic data and functional imaging data. Those sequences are usually dependent, non-linear, or even Non-Euclidean, and an important problem is change-point detection in such dependent sequences in Banach spaces or metric spaces. The problem usually requires the accurate inference for not only whether changes might have occurred but also the locations of the changes when they did occur. To this end, we first introduce a Ball detection function and show that it reaches its maximum at the change-point if a sequence has only one change point. Furthermore, we propose a consistent estimator of Ball detection function based on which we develop a hierarchical algorithm to detect all possible change points. We prove that the estimated change-point locations are consistent. Our procedure can estimate the number of change-points and detect their locations without assuming any particular types of change-points as a change can occur in a sequence in different ways. Extensive simulation studies and analyses of two interesting real datasets wind direction and Bitcoin price demonstrate that our method has considerable advantages over existing competitors, especially when data are non-Euclidean or when there are distributional changes in the variance.

歡迎廣大師生光臨!

報(bào)告人簡介

王學(xué)欽博士現(xiàn)為中山大學(xué)數(shù)學(xué)學(xué)院和中山醫(yī)學(xué)院教授，擔(dān)任中山大學(xué)統(tǒng)計(jì)學(xué)科帶頭人，數(shù)學(xué)學(xué)院院長助理，中山大學(xué)華南統(tǒng)計(jì)科學(xué)研究中心執(zhí)行主任等職。2003年畢業(yè)于紐約州立大學(xué)賓厄姆頓分校（Binghamton University）, 2012年入選教育部新世紀(jì)優(yōu)秀人才支持計(jì)劃學(xué)者， 2013年獲得國家優(yōu)秀青年研究基金，2014年入選第八批廣東省高等學(xué)?！扒О偈こ獭眹壹?jí)培養(yǎng)計(jì)劃，2016年入選“廣東特支計(jì)劃”（百千工程領(lǐng)軍人才）。此外，他還擔(dān)任教育部高等學(xué)校統(tǒng)計(jì)學(xué)類專業(yè)教學(xué)指導(dǎo)委員會(huì)委員、統(tǒng)計(jì)學(xué)國際期刊JASA（ACS）、《SII》、《JCS》的Associate Editor、廣東省高校統(tǒng)計(jì)學(xué)類教學(xué)指導(dǎo)委員會(huì)主任文員、高等教育出版社《Lecture Notes: Data Science, Statistics and Probability》系列叢書的副主編、中國現(xiàn)場統(tǒng)計(jì)研究會(huì)數(shù)據(jù)科學(xué)與人工智能分會(huì)副理事長和中國青年統(tǒng)計(jì)學(xué)家協(xié)會(huì)副會(huì)長等。王教授主要從事精準(zhǔn)醫(yī)療、風(fēng)險(xiǎn)管理、非參數(shù)統(tǒng)計(jì)和機(jī)器學(xué)習(xí)等方面的研究。目前已經(jīng)在包括統(tǒng)計(jì)學(xué)頂級(jí)刊物AOS、JASA和nature genetics等在內(nèi)的國際學(xué)術(shù)期刊上發(fā)表SCI論文60余篇。

甘肅省高校應(yīng)用數(shù)學(xué)與復(fù)雜系統(tǒng)省級(jí)重點(diǎn)實(shí)驗(yàn)室

yl7703永利官網(wǎng)

蘭州大學(xué)萃英學(xué)院

蘭州大學(xué)大數(shù)據(jù)科學(xué)研究中心

二〇一九年七月十二日