时间：5月6日、7日、8日、13日、14日、15日下午2：00-4 ：00 六场系列讲座
地点：研究生楼203
题目:  Change Point Analysis and Its Applications
报告人: Dr. Wei Ning  （Department of Mathematics and Statistics BowlingGreen State University）
报告者简介:宁炜，2006年于Syracuse University获统计学博士学位，2012年任博林格林州立大学副教授，目前已发表20多篇SCI论文，为美国统计协会和中国国际统计协会专家成员。
摘要:
Lecture 1: Preliminaries
Fundamental knowledge of change point problem.
Underlying models and traditional methodology.
a. Likelihood Ratio Test (LRT)
b. Akaike Information Criterion. (AIC)
c. Schwarz Information Criterion. (SIC)
Literature review and recent development of change point analysis.
Lecture 2: Change Point for Normal Model
Mean Change Point Model
a. Variance known
b. Variance unknown
c. Application to genetic data
Variance Change Point Model
a. Mean known
b. Mean unknown
c. Application to stock market data
Mean and Variance Simultaneous Change Point Model
a. Likelihood Ratio Procedure
b. Information Approach
c. Application to biomedical data
Lecture 3: Change Point for Gamma and Exponential Model
Formulated Problem
Likelihood Ratio Procedure
Information Approach
Application to Air Traffic Data
Lecture 4: Change Point for Skew Normal Model
Introduction of Skew Normal Distribution
Different Types of Change Point Problem
Testing Procedure
Application to Economic Data
Lecture 5: Nonparametric Method for Change Point Problem I
Introduction of Empirical Likelihood (EL) Method
EL Method on Change Point Problem
Related Change Point Work Using EL Method
Lecture 6: Nonparametric Method for Change Point Problem II
EL Method on Mean Change Point Model With a Linear Trend Followed by an Abrupt Change
EL Method on Epidemic Change Model
Wrap up and Open Problems
欢迎全校广大师生参加。