STATSCALE SEMINARS
NEXT SEMINARS

22 October 3-4pm: Ichiro Takeuchi (Nagoya Institute of Technology)

5 November 3-4pm: Francesco Sanna Passino (Imperial College London)

 

19 November 4-5pm: Guo Yu (University of California, Santa Barbara)

 

3 December 3-4pm: Housen Li (University of Göttingen)

To register your interest in accessing the StatScale Seminars, contact Dr Hyeyoung Maeng 

PREVIOUS SEMINARS

2 July 2021 - Kevin Lin (University of Pennsylvania)

Time-varying stochastic block models, with application to understanding the dynamics of gene co-expression

18 June 2021 - Runmin Wang (Southern Methodist University)

Dating the Break in High Dimensional Data


 

4 June 2021 -  Abolfazl Safikhani (University of Florida)

Multiple Change Point Detection in Reduced Rank High Dimensional Vector Autoregressive Models


 

21th May 2021 - Hao Ni (University College London)

Sig-Wasserstein Generative models to generate realistic synthetic time series

7th May 2021 - Lynna Chu (Iowa State University)

Sequential Change-point Detection for High-Dimensional and non-Euclidean Data


 

26th March 2021 - Hao Chen (UC Davis)

A universal event detection framework for neuropixels data

 


 

12th March 2021 - Sumanta Basu (Cornell University)

Learning Financial Networks with Graphical Models of Time Series Data

26th February 2021 - Eric Kolaczyk (Boston University)

How hard is it to work with a network `average'?

12th February 2021 - Matteo Barigozzi (Università di Bologna)
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm

29th January 2021 - Holger Dette (Ruhr-Universitaet Bochum)

Testing Relevant Hypotheses in Functional Time Series via Self-Normalization

4th December 2020 - Priyanga Dilini Talagala (University of Moratuwa)

Anomaly Detection in Streaming Time Series Data

 

 

20th November 2020 - Florian Pein (University of Cambridge)

About the loss function for cross-validation in change-point regression

 

 

6th November 2020 - Alex Aue (UC Davis)

Random matrix theory aids statistical inference in high dimensions

 

 

23rd October 2020 - Yoav Zemel (University of Cambridge)

Probabilistic approximations to optimal transport

 

 

9th October 2020 - Solt Kovacs (ETH Zurich)

Optimistic search strategy: change point detection for large-scale data via adaptive logarithmic queries

 

 

17th July 2020 - Tobias Kley (University of Bristol)

A new approach for open-end sequential change point monitoring

 

 

3rd July, 2020 - Claudia Kirch (Otto-von-Guericke University)

Functional change point detection for fMRI data 

 

 

19th June, 2020 - Martin Tveten (Dept. of Mathematics, University of Oslo)

Scalable changepoint and anomaly detection in cross-correlated data

 

 

5th June, 2020 - Yudong Chen (University of Cambridge)

High-dimensional, multiscale online changepoint detection