Recent Advances in Changepoint Analysis
WARWICK, 26-28 March 2012
Organisers: John Aston, Idris Eckley and Paul Fearnhead
All talks will take place in MS.04, Maths/Stats (Zeeman) Building.
Registration will be open from 11:30am on Monday 26 March, with a buffet lunch available for all participants from 12 noon.
Mon PM
|
|
|
|
13:00
|
13:15
|
Welcome
|
|
13:15
|
14:00
|
Stoffer
|
Adaptive Spectral Estimation for Nonstationary Time Series
|
14:00
|
14:30
|
Killick
|
Detecting changes in second order structure within oceanographic time series
|
14:30
|
15:15
|
Break
|
|
15:15
|
16:00
|
von Sachs
|
Shrinkage Estimation for Multivariate Hidden Markov Mixture Models
|
16:00
|
16:30
|
Muhsal
|
Change-Point Methods for Multiple Structural Breaks and Regime Switching Models
|
16:30
|
17:00
|
Jenkins
|
A multiple switch point model for analysing time series gene expression data
|
17:15
|
19:00
|
Drinks
|
|
19:00
|
|
Conf Dinner
|
|
|
|
|
|
Tues AM
|
|
|
|
09:00
|
09:30
|
Tashpulatov
|
Estimating the Volatilty of Electricity Prices
|
09:30
|
10:00
|
Utazi
|
Bayesian estimation of changepoints in a partially observed latent process Poisson model
|
10:00
|
10:30
|
Turcotte
|
Real time changepoint detection with applications in dynamic networks
|
10:30
|
11:15
|
Break
|
|
11:15
|
11:45
|
Luong
|
Fast estimation of posterior probabilities in change-point models through a constrained hidden Markov model
|
11:45
|
12:30
|
Zeileis
|
strucchange: Model-Based Testing, Monitoring, and Dating of Structural Changes in R
|
12:30
|
12:45
|
Nam+Killick
|
changepoint.info
|
12:45
|
14:00
|
Lunch
|
|
|
|
|
|
Tues PM
|
|
|
|
14:00
|
14:30
|
Eilers
|
Sharp piece-wise linear smoothing and deconvolution with an L0 penalty
|
14:30
|
15:00
|
Nam
|
Quantifying the uncertainty of activation periods in fMRI data via changepoint analysis
|
15:00
|
15:30
|
Rigaill
|
Exact posterior distributions and model selection criteria for multiple change-point detection problems
|
15:30
|
16:00
|
Break
|
|
16:00
|
16:45
|
Fearnhead
|
PELT: Optimal detection of changepoints with a linear computational cost
|
16:45
|
17:15
|
Cleynen
|
A Generic Implementation of a Fast Algorithm for Multiple Change-Point Detection and Application to NGS Data
|
17:15 |
17:45 |
Yau |
LASSO for structural break estimation in time series |
|
|
|
|
Wed AM
|
|
|
|
09:30
|
10:15
|
Kirch
|
Evaluating stationarity via epidemic change-point alternatives for fMRI data
|
10:15
|
10:45
|
Celisse
|
Kernel change-point detection
|
10:45
|
11:30
|
Break
|
|
11:30
|
12:00
|
Bodenham
|
Adaptive Forgetting Factors and Average Run Length
|
12:00
|
12:45
|
Davis
|
Detection of Structural Breaks and Outliers in Time Series
|
12:45
|
13:00
|
Closing
|
|
13:00
|
|
Lunch
|
|
|
|
Workshop Home