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ICP Seminar List

for period 13 January to 7 February 2014

Monday 13 January
11:30-12:30 Dahlhaus, R (Universitšt Heidelberg)
  Locally Stationary Processes - An Overview Sem 1
14:00-15:00 Siegmund, D (Stanford University)
  Change-point detection and analysis Sem 1
15:30-16:30 Nason, G (University of Bristol)
  Detection and Exploitation of Nonstationarities in Time Series Data Sem 1
Tuesday 14 January
09:30-10:00 Vogt, M (University of Konstanz)
  Detecting smooth changes in locally stationary processes Sem 1
10:00-10:30 Fiecas, M (University of Warwick)
  Modeling the Evolution of Neurophysiological Signals Sem 1
10:30-11:00 Motta, G (Columbia University)
  Robust estimation of time-varying correlations Sem 1
11:30-12:15 Munk, A (University of Goettingen)
  Multiscale Change Point Inference Sem 1
13:30-14:10 Fryzlewicz, P (London School of Economics)
  Wild Binary Segmentation for multiple change-point detection Sem 1
14:10-14:50 Yao, Q (London School of Economics)
  High Dimensional Stochastic Regression with Latent Factors,Endogeneity and Nonlinearity Sem 1
14:50-15:30 Dette, H (Ruhr-Universitšt Bochum)
  Detection of multiple structural breaks in multivariate time series Sem 1
16:00-16:30 Zhou, Z (University of Toronto)
  Heteroscedasticity and Autocorrelation Robust Structural Change Detection Sem 1
16:30-17:00 Peskir, G (University of Manchester)
  Optimal Detection of a Hidden Target Sem 1
Wednesday 15 January
09:30-10:00 Nunes, M (Lancaster University)
  Analysis of time series observed on networks Sem 1
10:00-10:30 Fuh, C-D (National Central University, Taiwan)
  Decentralized Quickest Change Detection in Hidden Markov Models for Sensor Networks Sem 1
10:30-11:00 Harchaoui, Z (INRIA and LJK)
  Nonparametric change-point detection with sparse alternatives Sem 1
11:30-12:15 Olhede, S (University College London)
  Modelling multivariate nonstationarity Sem 1
13:30-14:00 Kirch, C (Karlsruhe Institute of Technology)
  Change-point tests based on estimating functions Sem 1
14:00-14:30 Yau, C-Y (Chinese University of Hong Kong)
  Inference for multiple change-points in time series via likelihood ratio scan statistics Sem 1
14:30-15:00 Eichler, M (Universiteit Maastricht)
  Non-stationary functional time series: an application to electricity supply and demand Sem 1
15:30-16:00 Pavlidis, N (Lancaster University)
  High-Dimensional Incremental Divisive Clustering under Population Drift Sem 1
16:00-16:30 Heaton, T (Sheffield University)
  Shape smoothing (and what I hope to get from the Newton change-point program) Sem 1
16:30-17:00 Szajowski, K (Wroclaw University of Technology)
  Precision of Disorders Detection Sem 1
Thursday 16 January
09:30-10:00 Fearnhead, P (Lancaster University)
  Computationally Efficient Algorithms for Detecting Changepoints Sem 1
10:00-10:30 Rigaill, G (INRA-CNRS-Universitť d'Evry Val d'Essonne, URGV)
  An algorithm to segment count data using a binomial negative model Sem 1
10:30-11:00 Aue, A (UC Davis)
  Simultaneous break point detection and variable selection in quantile regression models Sem 1
11:30-12:15 Freyermuth, J-M (Katholieke Universiteit Leuven)
  Constructing adaptive interference-reduced Wigner-Ville spectral estimators of non-stationary time series Sem 1
13:30-14:15 Godsill, S (University of Cambridge)
  Bayesian inference in continuous time jump processes Sem 1
14:15-15:00 Ghahramani, Z (University of Cambridge)
  An Automated Statistician which learns Bayesian nonparametric models of time series data Sem 1
15:30-15:50 Lindner, F (Karlsruhe Institute of Technology)
  Local moving Fourier based bootstrapping Sem 1
15:50-16:10 Little, M (Aston University/MIT)
  Inferring change points in signal levels through deterministic minimization of a generalized global functional Sem 1
16:10-16:30 Sykulski, AM (University College London)
  Locally-stationary modelling of oceanographic spatiotemporal data Sem 1
Friday 17 January
09:30-10:15 Vert, J-P (Mines ParisTech)
  The group fused Lasso for multiple change-point detection Sem 1
10:15-11:00 Tartakovsky , A (University of Connecticut)
  Quickest Changepoint Detection: Optimality Properties of the Shiryaev-Roberts-Type Procedures Sem 1
11:30-12:15 Stoffer, D (University of Pittsburgh)
  Adaptive Spectral Estimation for Nonstationary Time Series Sem 1
Tuesday 21 January
11:30-12:30 Chen, H (University of California, Davis)
  Graph-Based Change-Point Detection Sem 2
14:00-15:00 Abel, G (Austrian Academy of Sciences)
  The Volatility of International Migration Flows: Estimating Past Trends in Nordic Countries and Lessons for Forecasting with Uncertainty. Sem 2
Wednesday 22 January
11:30-12:30 HuskovŠ, M (Charles University, Prague)
  Robust monitoring of CAPM portfolios beta Sem 2
Thursday 23 January
11:30-12:30 TjÝstheim, D (Universitetet i Bergen)
  Measuring dependence with local Gaussian correlation: Theory and applications. Sem 2
Friday 24 January
12:00-13:00 Horvath, L (University of Utah)
  Statistical Inference for Panel Data Sem 2
14:00-15:00 Subba Rao , S (Texas A&M University )
  Fourier based statistics for irregular spaced spatial data: with an application to testing for spatial stationarity. Sem 2
Monday 27 January
14:00-15:00 Beaulieu, C (University of Southampton)
  Abrupt changes in the Earth's climate system: opportunities and challenges for change-point detection. Sem 1
15:10-16:10 Girard, R (Mines Paris Tech)
  Characterizing, predicting and handling rapid and large changes of wind power production. Sem 1
Tuesday 28 January
11:30-12:30 Craigmile, P (Ohio State University)
  Modeling spatial nonstationarity and inference for exceedances in environmental applications. Sem 2
Wednesday 29 January
11:30-12:30 Genton, M (King Abdullah University of Science and Technology (KAUST))
  Incorporating Geostrophic Wind Information for Improved Space-Time Short-Term Wind Speed Forecasting and Power System Dispatch. Sem 2
Thursday 30 January
11:30-12:30 Davis, R (Columbia University)
  Theory and Inference for a Class of Nonlinear Models with Application to Time Series of Counts. Sem 2
Monday 03 February
11:30-12:30 Siegmund, D (Stanford University)
  Detection of Genomic Signals by Resequencing Sem 2
14:00-15:00 Robin, S (INRA - Institut National de la Recherche Agronomique)
  Exact Bayesian inference for change point models with application to genomics Sem 2
Tuesday 04 February
11:30-12:30 Plagnol, V (University College London)
  Detecting copy number variants for rare genetic disorders and non-invasive pre-natal diagnosis Sem 2
14:00-15:00 Vannucci, M (Rice University)
  Wavelet-based Bayesian Estimation of Long Memory Models - an Application to fMRI Data Sem 2
Wednesday 05 February
10:00-11:00 Cribben, I (University of Alberta)
  Methods for detecting graph based change points for fMRI and financial data Sem 2
11:30-12:30 Ombao, H (University of California, Irvine)
  Applications of Change-Points Methods in Brain Signal and Image Analysis Sem 2
Other Seminars
Seminars in the University
National and International Scientific Research Meetings

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