Pingshou Zhong (UIC)

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Pingshou Zhong


A seminar by Pingshou Zhong from University of Illinois at Chicago

Title: Change point detection and identification for high dimensional data

Abstract: In this talk, I will introduce several nonparametric methods developed for detecting and identifying change points for high dimensional time series data. Our methods do not impose explicit restriction on the growth rate between data dimension and sample size, and allow very general spatial and temporal dependences. The proposed identification procedures are shown to be consistent in estimating the locations of multiple change points. Applications in in time-course microarray data and functional MRI data will be illustrated.

Start date:

11am Thursday, 8 Aug 2019

End date:

12pm Thursday, 8 Aug 2019




Pingshou Zhong

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