报告人：邹长亮 教授（南开大学）

报告题目：Determination of the number of change-points：Consistency and error rate control

报告摘要：In multiple change-point analysis, one of the main difficulties is to determine the number of change-points. In this talk, I will introduce a data-driven approach based on an order-preserved sample-splitting strategy. Under a unified framework, a cross-validation estimation scheme is developed to achieve consistent selection. Furthermore, we construct a simple yet effective selection procedure which is able to quantify “uncertainty”, say controlling the false discovery rate. The proposed methods are applicable to most kinds of popular change-point algorithms.

报告人简介：邹长亮，南开大学统计与数据科学学院教授、博导。研究方向是统计学、质量科学及其与数据科学领域的交叉研究和实际应用。研究兴趣包括：高维数据统计推断、大规模数据流分析、变点和异常点检测等，在统计学和质量科学领域杂志上发表论文几十篇。

报告时间：2019年12月27日（星期五）上午9：30 - 11：30.

报告地点：科技楼南楼602