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140 * !
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Tue, 8/10/2021,
10:00 AM -
11:50 AM
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Virtual
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Change-Points in Multivariate and High-Dimensional Data — Invited Papers
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Section on Nonparametric Statistics, IMS, Section on Statistical Learning and Data Science
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Organizer(s): Piotr Fryzlewicz, London School of Economics
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Chair(s): Qiwei Yao, London School of Economics and Political Science
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10:05 AM
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Inference for a Change Point in High-Dimensional Data via Self-Normalization
Runmin Wang, Southern Methodist University; Changbo Zhu, University of California, Davis; Stanislav Volgushev, University of Toronto; Xiaofeng Shao, University of Illinois at Urbana-Champaign
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10:25 AM
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Jump or Kink: Super-Efficiency in Segmented Linear Regression Break-Point Estimation
Yining Chen, London School of Economics
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10:45 AM
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Change-Point Detection for Multivariate and Non-Euclidean Data with Local Dependency
Hao Chen, University of California, Davis
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11:05 AM
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Detection and Estimation of Signals in Space-Time Fields
David Siegmund, Stanford University
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11:25 AM
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Discussant: Piotr Fryzlewicz, London School of Economics
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11:40 AM
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Floor Discussion
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