Isaac Newton Institute for Mathematical Sciences

Inference for Change-Point and Related Processes

13 - 17 January 2014

Organisers: John Aston (Warwick), Idris Eckley (Lancaster), Paul Fearnhead (Lancaster) and Georgy Sofronov (Macquarie)

in association with the Newton Institute programme Inference for Change-Point and Related Processes
(13 January - 7 February 2014)

Apply (deadline 1 October 2013) | Programme | Participants | Poster Session | Group Photograph


Theme | Fees | Accommodation | Meals


In many applications data is collected over time or can be ordered with respect to some other criteria (e.g. position along a chromosome). Often the statistical properties, such as mean or autocovariance, of the data will change across the data. This feature of data is known as non-stationarity. An important and challenging problem is to be able to model and infer how these properties change.

Two possibilities for modelling non-stationarity are change-point models and locally-stationary models. One of the goals of the workshop is to investigate and develop links between these two approaches.

This workshop will start with overview lectures that introduce change-point and locally-stationary models and approaches to inference for these models.

There are opportunities for participants to present their work as a talk or poster. If you wish to do so, please include a short abstract (max 1 page) with your application.


Keynote Speakers:

Other Confirmed Speakers:

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The Registration Package includes admission to all seminars, lunches and refreshments on the days that lectures take place (Tuesday Friday), wine reception and conference dinner, but does not include other meals or accommodation.

Conference Dinner Only

Participants on the Registration Package, including organisers and speakers, are automatically included in this event. For all remaining participants who would like to attend, such as Visiting Fellows, programme participants or their guests, the above charge will apply.


Unfortunately we do not have any accommodation to offer so all successful applicants will need to source their own accommodation. Please see the Hotels Combined website for a list of local hotels and guesthouses.

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Lunch will be served at Wolfson Court in the Cafeteria from 12:30 to 13:30 on days that lectures take place.

Evening Meal

Participants are free to make their own arrangements for dinner.

Conference Dinner

The Conference Dinner will take place at 19:30 on Wednesday 15 January at Cambridge Union Society - please see the menu for details. Dress is smart casual. Participants on the or Registration Package, including organisers and speakers, are automatically included in this event. All remaining participants are encouraged to attend for the price of 50 each.

If you are on the dinner list please ensure you arrive by 19:15 at the College.

Venue Information

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