报告题目：Data-driven selection of the number of change-points via error rate control

报告人：邹长亮（南开大学统计与数据科学学院，教授）

报告时间：2022年8月11日 14:30-16:00

报告地点：腾讯会议ID：650-798-037

校内联系人：李天然

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. We construct a simple yet effective selection procedure which can quantify “uncertainty”, say controlling certain error rate. The proposed methods are applicable to most kinds of popular change-point algorithms.

 欢迎各位老师、员工届时参与！