ISyE Seminar - Hao Chen

Event Details
  • Date/Time:
    • Wednesday September 14, 2016
      3:00 pm
  • Location: Advisory Boardroom Groseclose 402
  • Phone:
  • URL:
  • Email:
  • Fee(s):
    N/A
  • Extras:
Contact

Yao Xie

Summaries

Summary Sentence: ISyE Seminar - Hao Chen

Full Summary: No summary paragraph submitted.

TITLE: Change­point detection for locally dependent data

Abstract:  Local dependence is common in multivariate and object data sequences. We consider the testing and estimation of change­points in such sequences. A new way of permutation, circular block permutation with a randomized starting point, is proposed and studied for a scan statistic utilizing graphs representing the similarity between observations. The proposed permutation approach could correctly address for local dependence and make it possible the theoretical treatments for the non­parametric graph­based scan statistic for locally dependent data. We derive accurate analytic approximations to the significance of graph­based scan statistics under the circular block permutation framework, facilitating its application to locally dependent multivariate or object data sequences.

 

Short Bio: Hao Chen is an Assistant Professor in the department of Statistics at UC Davis. She obtained her PhD in Statistics from Stanford University and a Bachelor's degree in Biology from Tsinghua University.

 

Additional Information

In Campus Calendar
No
Groups

H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

Invited Audience
Undergraduate students, Faculty/Staff, Graduate students
Categories
Seminar/Lecture/Colloquium
Keywords
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Status
  • Created By: Anita Race
  • Workflow Status: Draft
  • Created On: Sep 1, 2016 - 6:12am
  • Last Updated: Apr 13, 2017 - 5:14pm