Network change point detection

In this talk I will start with a parametric network offline change point detection problem, showing consistent and optimal change point estimators and a phase transition phenomenon. I will then move on to a nonparametric dynamic network problem allowing for both across-time and within network dependence, accompanied with its application on a zebrafish neuronal activity data set. If time permits, I will also show our recent results on online network change point detection.

https://arxiv.org/abs/1809.09602

https://arxiv.org/abs/1911.07494

• Speaker: Yi Yu, University of Warwick
• Friday 06 March 2020, 15:00–16:00
• Venue: MR12.
• Series: Statistics; organiser: Dr Sergio Bacallado.