|Topic:||Change-point Detection: Past and Present|
|Time:||2:30 pm - 3:30 pm|
|Venue:||Room LT6, Lady Shaw Building, The Chinese University of Hong Kong|
|Speaker:||Professor David SIEGMUND|
Change-point detection had its origins about sixty years ago in the work of Page, Shiryayev, and Lorden, whose focus concerned on-line detection of a change-point, i.e., an abrupt change in the distribution of a sequence of observations—representing a change in the quality of a continuous production process. More recently, motivation from a broad range of applications has led to a variety of diﬀerent problems. In this talk I will start with a historical review that leads to a number of applications and common features of diﬀerent likelihood based formulations of present day research.