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INS seminars 44: Change-point Methodology and Its Applications (Tze Leung Lai, Dec.07, 2012)

INS seminars 44

Title: Change-point Methodology and Its Applications

Speaker: Tze Leung Lai, Department of Statistics, Stanford University

Time and place: 2:00-3:00pm, Dec 7 (Friday), 520 Pao Yue-Kong Library

Abstract:

The title of this talk is the same as that of a book, currently being written with Haipeng Xing, that is scheduled to be published by Chapman& Hall in 2014. We give an introduction to some of the topics covered in the book, ranging from sequential change-point detection and its applications in quality control and fault detection, to fixed sample change-point methods and their applications to biology and econometrics. A unified theory is presented to integrate sequential and fixed sample detection problems. We then describe a new approach that we recently developed to tackle multiple change-points, which we have applied to model copy number variations in cancer biology.