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SUMMARY:Change-point detection and analysis - Siegmund\, D (Stanford Unive
 rsity)
DTSTART:20140113T140000Z
DTEND:20140113T150000Z
UID:TALK49787@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:Change-point detection had its origins almost sixty years ago 
 in the work of Page\, Shiryayev\, and Lorden\, who focused on sequential d
 etection of a change-point in an observed process. The observations were t
 ypically regarded as measurements of the quality of a continuous productio
 n process\, and the change-point indicated a deterioration in quality that
  must be detected and corrected. Recent applications\, especially in genet
 ics and in fMRI analysis\, have led to a variety of new fixed sample chang
 e-point problems and other problems of local signal detection having the s
 ame essential structure. In this talk I will review this history and commo
 n features of likelihood based approaches.\n
LOCATION:Seminar Room 1\, Newton Institute
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