Date: 2022-01-21

Time: 15:30-16:30 (Montreal time)

https://mcgill.zoom.us/j/83436686293?pwd=b0RmWmlXRXE3OWR6NlNIcWF5d0dJQT09

Meeting ID: 834 3668 6293

Passcode: 12345

Abstract:

The change-point analysis is more than sixty years old. Over this long period, it has been an important subject of interest in many scientific disciplines such as finance and econometrics, bioinformatics and genomics, climatology, engineering, and technology.

In this talk, I will provide a general overview of the topic alongside some historical notes. I will then review the most recent and transformative advancements on the subject. Finally, I will discuss the change-point methodologies that my research team has developed over the past several years, covering various complex data structures.

Speaker

Shoja Chenouri is a Professor and associate chair in the Department of Statistics and Actuarial Science at the University of Waterloo. Professor Chenouri’s research interests include: data depth, multivariate nonparametric and robust methods, geometry of high-dimensional data, multivariate quality control, dimensionality reduction.