报告题目：Change Point Analysis and its Applications

报告人：Jie Chen

时间：2014年12月18日（星期四）下午4:00

地点：汇贤楼122教室

 

报告摘要：

In this talk, I will first provide an overview on parametric statistical change point analysis.Statistically speaking, a change point is defined as, in a broad sense, the unknown point k, such that observations before point k are different from observations after point k.  Multiple change points can be similarly defined.   One of the key features of statistical change point analysis is to estimate the unknown change point location for various statistical models imposed on the sample data.  This analysis can be done through a hypothesis testing process, a model selection perspective, a Bayesian approach, among other methods.  Change point analysis has a wide range of applications in research fields such as statistical quality control, finance and economics, climate study, medicine, genetics, etc. I will present two change point models and their solutions, one is a likelihood procedure test statistics based approach and the other is a Bayesian solution.  I will also provide an application on detecting changes in Dow Jones Weekly stock price index, as well as an application on identifying boundaries of DNA copy number variation (CNV) regions on breast cancer/tumor data.

 

个人简介：

Education

_ Ph.D. in Statistics: August, 1995; Bowling Green State University, USA

_ M.S. in Applied Statistics: June, 1990; The University of Akron, USA

_ B.S. in Applied Mathematics: July, 1985; Chongqing University, P.R. China

Academic Positions

_ Aug. 2014 - Present: Professor of Statistics, Department of Biostatistics & Epidemi-ology, Medical College of Georgia, Georgia Regents University

_ 2008 - Aug. 2014: Professor of Statistics, Department of Mathematics and Statistics,University of Missouri-Kansas City (UMKC)

{ Jan. 2013 - Dec. 2013: Visiting Scientist,Bioinformatics Core, Stowers Institute for Medical Research, Kansas City, Missouri (on-leave from UMKC, funded by Stowers Institute, will return to UMKC in Jan. 2014)

{ Feb. 2012 - Present: Secondary appointment - Clinical Professor of Department of Biomedical and Health Informatics, UMKC School of Medicine

_ July, 2004 - December, 2006: Visiting Scientist, Bioinformatics Center, Stowers Institute for Medical Research, Kansas City, Missouri

_ 2001 - 2008: Associate Professor, Department of Mathematics and Statistics, University of Missouri-Kansas City

_ 1995 - 2001: Assistant Professor, Department of Mathematics and Statistics, University of Missouri-Kansas City