Detection of Changepoints in Multiple Channels
- đ¤ Speaker: David Siegmund, Stanford University
- đ Date & Time: Friday 31 January 2014, 16:00 - 17:00
- đ Venue: MR12, Centre for Mathematical Sciences, Wilberforce Road, Cambridge
Abstract
Consider a doubly indexed array y_{n,t} for n=1,...,N and t=1,2,.... These are data obtained at times t=1,2,... from N different channels e.g. genomes, pixels in an fMRI scan, or spatially distributed detectors. I will discuss fixed sample segmentation and sequential online detection of changepoints occurring at unknown times in (usually small) subsets of the sequences, with particular attention to detection of DNA copy number variants.
Series This talk is part of the Statistics series.
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David Siegmund, Stanford University
Friday 31 January 2014, 16:00-17:00