统计与数据科学系系列学术报告之四百二十五期
时 间：2024年4月24日（周三）16:00-17:00
地 点：李达三楼104室
主持人：复旦大学 管理学院 统计与数据科学系 蒋斐宇 博士
报告人：王光辉 副教授 华东师范大学
题 目：Relieving the Burden of Costly Model Fits for Changepoint Detection
摘 要：We propose a general methodology Reliever for fast and reliable changepoint detection when the model fitting is costly. Instead of fitting a sequence of models for each potential search interval, Reliever employs a substantially reduced number of proxy/relief models that are trained on a predetermined set of intervals. This approach can be seamlessly integrated with state-of-the-art changepoint search algorithms. In the context of high dimensional regression models with changepoints, we establish that the Reliever, when combined with an optimal search scheme, achieves estimators for both the changepoints and corresponding regression coefficients that attain optimal rates of convergence, up to a logarithmic factor. Through extensive numerical studies, we showcase the ability of Reliever to rapidly and accurately detect changes across a diverse range of parametric and nonparametric changepoint models.
个人简介：王光辉，华东师范大学统计学院副教授。2018年博士毕业于南开大学，2018-2021年曾工作于南开大学统计与数据科学学院。研究兴趣包括变点检测和高维数据推断等。
统计与数据科学系
2024-4-17
-
活动讲座
-
新闻动态
-
微信头条
-
招生咨询
-
媒体视角
-
瞰见云课堂
