COOKIES: By using this website you agree that we can place Google Analytics Cookies on your device for performance monitoring. |

University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Inferring change points in signal levels through deterministic minimization of a generalized global functional

## Inferring change points in signal levels through deterministic minimization of a generalized global functionalAdd to your list(s) Download to your calendar using vCal - Little, M (Aston University/MIT)
- Thursday 16 January 2014, 15:50-16:10
- Seminar Room 1, Newton Institute.
If you have a question about this talk, please contact Mustapha Amrani. Inference for Change-Point and Related Processes Abrupt level change points are ubiquitous. Knowing the change points and levels of a time series, is critical to many practical signal analysis problems in science and engineering. For this, and other reasons, the problem of detecting level shifts, first studied in the 1940’s in process control, is of enduring interest. In this talk I will detail a set of simple, novel, generalized, deterministic nonlinear algorithms for this problem. These algorithms are based on a global functional which, when minimized, finds the maximum a-posteriori location of the change points and values of the levels. This global functional approach subsumes some well-known algorithms for this problem that have been developed in digital image processing contexts, and also folds in several algorithms from statistical machine learning that have hitherto been seen as distinct. The algorithms are computationally simple, and many are convex optimization problems for which standard, fast implementations are available. This talk is part of the Isaac Newton Institute Seminar Series series. ## This talk is included in these lists:- All CMS events
- Featured lists
- INI info aggregator
- Isaac Newton Institute Seminar Series
- School of Physical Sciences
- Seminar Room 1, Newton Institute
- bld31
Note that ex-directory lists are not shown. |
## Other listsBiological Anthropology Seminar Series Social Anthropology Research Associate Seminar Series Health Economics @ Cambridge## Other talksTaking Investment in Education Seriously - Two Part Series Regulators of Muscle Stem Cell Fate and Function Science Makers: multispectral imaging with Raspberry Pi Uncertainty Quantification of geochemical and mechanical compaction in layered sedimentary basins Time Reversal Symmetries and the Simulation of Charge Transport in an External Magnetic Field TODAY Foster Talk - "Paraspeckles, TDP-43 & alternative polyadenylation: how regulation of a membraneless compartment guides cell fate" |