编辑:时间:2021-09-17 17:28:47 浏览次数:
On the morning of June 9, Professor Wu Yuehua from the York University in Canada within the Department of Mathematics and Statistics, was invited to give an online academic lecture entitled Some recent developments and applications of multiple change-point detection for teachers and students of the School of Statistics of JUFE. The lecture was presided over by Professor Liu Xiaohui, the deputy dean of the School of Statistics. Some teachers and more than 160 graduate students of the School of Statistics attended the online lecture.
First, Professor Wu Yuehua briefly introduced the concept of the multi-change point problem and related formula derivation, and used the multi-change point problem in the model establishment and empirical results of the mean conversion model, autoregressive model, and linear regression model. At the same time, the multi-change point detection is applied to real-life environmental climate changes, long-term data collection, earthquake detection, digital image matrix and other issues for empirical simulation, and analyzed the results of data simulation.
Subsequently, Professor Wu Yuehua compared the correlation between multiple means and variable selection, established a model of the VIF (variance inflation factor) regression algorithm, and demonstrated the entire operation process of the VIF regression algorithm applied to genetic data. Next, Professor Wu Yuehua introduced the estimation process and expected theoretical results of the Generalized Linear Model (GLM) for multiple change point detection in detail, and conducted an empirical analysis using the example of shared bicycle data.
At the end, some teachers and students of the School of Statistics exchanged discussions with Professor Wu Yuehua on related questions, and Professor Wu Yuehua gave detailed answers to related questions. Professor Wu Yuehua’s report is in-depth and simple, fully showing the entire process of applying multi-change point detection to empirical analysis, providing useful examples for teachers and students of the School of Statistics to engage in relevant empirical research, inspiring students’ interest in learning and enhancing students’ Understanding of multiple point detection and statistical empirical research.
[Extended reading]
York University, located in the northern suburb of Toronto, Canada, is the third largest comprehensive university in Canada and a member of the Commonwealth Association of Universities. Professor Wu Yuehua is currently teaching at York University in Canada within the Department of Mathematics and Statistics; she obtained the PhD in statistics from the University of Pittsburgh in 1989, under the tutelage of the world-renowned statistician C.R.Rao. Professor Wu's research interests include spatial statistics, high-dimensional statistics, change point testing, model selection, non-parametric estimation, financial statistics, and applications in environmental science, information science, and biomedicine. She is currently elected member of International Statistical Institute, undertook some important scientific research projects in Canada, published more than 100 academic papers,6 of them from the toppest international journals Proceedings of the National Academy of Sciences of the United States of America.