BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Talks.cam//talks.cam.ac.uk//
X-WR-CALNAME:Talks.cam
BEGIN:VEVENT
SUMMARY:Change point estimation for a stochastic heat equation - Lukas Tro
 ttner (University of Birmingham)
DTSTART:20241122T140000Z
DTEND:20241122T150000Z
UID:TALK222259@talks.cam.ac.uk
CONTACT:Qingyuan Zhao
DESCRIPTION:We study a change point model in an infinite-dimensional setti
 ng\, where we consider a parabolic SPDE\, which has a piecewise constant d
 iffusivity coefficient and is driven by space-time white noise. Assuming t
 hat our data are given by observing the solution to the SPDE locally in sp
 ace at resolution $\\delta$ and continuously in time\, we introduce a nove
 l simultaneous M-estimator for the diffusivity parameters and the change p
 oint\, which converges at optimal rates for non-vanishing signal. Under a 
 faint signal condition given by a vanishing jump height in the diffusivity
 \, we derive a limit theorem for the change point estimator\, where the li
 miting distribution is induced by the minimiser of a two-sided Brownian mo
 tion with drift. Finally\, we demonstrate how our methodology can be exten
 ded to multivariate spatial dimensions\, where we face the nonparametric t
 ask of identifying a change domain from local measurements.\n \nThis talk 
 is based on joint works with Markus Reiß\, Claudia Strauch and Anton Tiep
 ner.
LOCATION:Centre for Mathematical Sciences MR12\, CMS
END:VEVENT
END:VCALENDAR