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Research

Research lectures, seminars and events

The events listed in this area are research seminars, workshops and lectures hosted by Durham University departments and research institutes. If you are not a member of the University, but  wish to enquire about attending one of the events please contact the organiser or host department.


 

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Events for 10 May 2018

Haeran Cho: Multiscale MOSUM procedure with localised pruning

4:00pm, CM221

In this work, we investigate the problem of multiple change-point detection where the changes occur in the mean of univariate data. The proposed localised pruning methodology is applicable when conflicting change-point estimates are returned with the information about the local interval in which they are detected. We study the theoretical consistency of the localised pruning in combination with the multiscale extension of the MOving SUM (MOSUM) procedure Eichinger and Kirch (2018). Extensive simulation studies show the computational efficiency and good finite sample performance of the combined methodology, which is available as an R package 'mosum'.

This is joint work with Claudia Kirch (OvGU Magdeburg).

Contact sunil.chhita@durham.ac.uk for more information about this event.