時間：5月6日、7日、8日、13日、14日、15日下午2：00-4 ：00 六場系列講座
地點(diǎn)：研究生樓203
題目:  Change Point Analysis and Its Applications
報告人: Dr. Wei Ning  （Department of Mathematics and Statistics BowlingGreen State University）
報告者簡介:寧煒，2006年于Syracuse University獲統(tǒng)計學(xué)博士學(xué)位，2012年任博林格林州立大學(xué)副教授，目前已發(fā)表20多篇SCI論文，為美國統(tǒng)計協(xié)會和中國國際統(tǒng)計協(xié)會專家成員。
摘要:
Lecture 1: Preliminaries
Fundamental knowledge of change point problem.
Underlying models and traditional methodology.
a. Likelihood Ratio Test (LRT)
b. Akaike Information Criterion. (AIC)
c. Schwarz Information Criterion. (SIC)
Literature review and recent development of change point analysis.
Lecture 2: Change Point for Normal Model
Mean Change Point Model
a. Variance known
b. Variance unknown
c. Application to genetic data
Variance Change Point Model
a. Mean known
b. Mean unknown
c. Application to stock market data
Mean and Variance Simultaneous Change Point Model
a. Likelihood Ratio Procedure
b. Information Approach
c. Application to biomedical data
Lecture 3: Change Point for Gamma and Exponential Model
Formulated Problem
Likelihood Ratio Procedure
Information Approach
Application to Air Traffic Data
Lecture 4: Change Point for Skew Normal Model
Introduction of Skew Normal Distribution
Different Types of Change Point Problem
Testing Procedure
Application to Economic Data
Lecture 5: Nonparametric Method for Change Point Problem I
Introduction of Empirical Likelihood (EL) Method
EL Method on Change Point Problem
Related Change Point Work Using EL Method
Lecture 6: Nonparametric Method for Change Point Problem II
EL Method on Mean Change Point Model With a Linear Trend Followed by an Abrupt Change
EL Method on Epidemic Change Model
Wrap up and Open Problems
歡迎全校廣大師生參加。