Sep 19, 2017 11:00am to 1:00pm
639 Evans Hall
Happening As Scheduled
Since the work of Page in the 1950s, the problem of detecting an abrupt change in the distribution of stochastic processes has received a great deal of attention. There are two main formulations of such problems: A Bayesian approach where the change-point is assumed to be random, and a min-max approach under which the change-point is assumed to be fixed but unknown. In both cases, a deep...
Speaker: Sveinn Olafsson, UC Santa Barbara (Speaker - Featured)