Robust On-line Monitoring Method for Multiple Data Streams-厦门大学金融系

Robust On-line Monitoring Method for Multiple Data Streams
主讲人 邹长亮 教授 简介 <p><span style="font-family: arial, sans-serif; font-size: 13px">Abstract: Monitoring high-dimensional data streams has become</span></p> <div style="font-family: arial, sans-serif; font-size: 13px">increasingly important for real-time detection of abnormal</div> <div style="font-family: arial, sans-serif; font-size: 13px">activities in many data-rich applications. In this talk, I will give</div> <div style="font-family: arial, sans-serif; font-size: 13px">a brief discussion on recent works from the following aspects: i)</div> <div style="font-family: arial, sans-serif; font-size: 13px">develop an efficient global monitoring procedure when we do not know</div> <div style="font-family: arial, sans-serif; font-size: 13px">which subset of data streams is affected by an occurring event; ii)</div> <div style="font-family: arial, sans-serif; font-size: 13px">suggest a procedure which is able to control the conditional false</div> <div style="font-family: arial, sans-serif; font-size: 13px">discovery rate at each time point when our focus is detecting</div> <div style="font-family: arial, sans-serif; font-size: 13px">changes in each individual data stream; iii) propose a</div> <div style="font-family: arial, sans-serif; font-size: 13px">distribution-free detection scheme in the sense that its in-control</div> <div style="font-family: arial, sans-serif; font-size: 13px">run-length distribution is free of the underlying distribution.</div> <p>&nbsp;</p>
时间 2014年10月24日(周五)04:30pm-06:00pm 地点 经济楼 N303
讲座语言 English 主办单位 王亚南经济研究院、经济学院
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主讲人简介 <p>&nbsp;南开大学 统计学院</p> 期数 厦门大学高级计量经济学与统计学系列讲座2014秋季学期第二讲(总第45讲)
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