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