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