报告题目：Consistent Two-stage Multiple Change-point Detection in Linear Model

报告华体会（中国）官方：2016年3月31日 下午16：00

报告地点：华体会网页入口509室

报告人: 金百锁 副教授

报告人简介：

金百锁,中国科学技术大学副教授；01年本科毕业于中国科学技术大学, 06年获得中国科学技术大学统计学博士，先后在台湾国立中山大学（1年）、加拿大约克大学（6个月）、新加坡国立大学（1年）、新加坡南洋理工（4个月）等访问研究。主要研究方向，高维数据、模型选择、大维矩阵、试验设计、变点统计推断等。

发表SCI学术论文近15篇，其中在统计类的Top期刊发表学术论文1篇，高水平论文2区有4篇。

目前正主持国家自然科学基金面上项目一项。

Topic:Consistent Two-stage Multiple Change-point Detection in Linear Model

Abstract: A two-stage procedure for simultaneously detecting

multiple change-points in linear models is developed. In the

cutting stage, the change-point problem is converted into a model selection problem so that a modern model selection method can be applied. In the refining stage, the change-pointsobtained in the cutting stage are finalized via a refining method. Under mild conditions, consistency of the number of change-point estimates is established. The new procedure is fast and accurate, as shown in simulation studies. Its applicability in real situations is demonstrated via well-log and ozone data.