Prof. Dr. David Siegmund (Stanford University):
Segmentation and Estimation of Change-Points
Time and place
Thursday, 14.9.23, 12:00-13:00, Raum 404, Ernst-Zermelo-Str. 1
Abstract
We consider the problem of segmentation of (usually normal) observations according to changes in their mean. Changes can occur continuously, e.g., a change in the slope of a regression line, or discontinuously, e.g., a jump in the level of a process.Theoretical results will be illustrated by applications to copyn umber changes, historical weather records, and COVID-19--daily incidence, wastewater analysis, and excess deaths. Sequential detection, confidence regions for the change-points, and difficulties associated with dependent observations will also be discussed.\n\nAspects of this research involve collaboration with Fang Xiao, Li Jian, Liu Yi, Nancy Zhang, Benjamin Yakir, Keith Worsley, and Li (Charlie) Xia.