报告主题：Simultaneous jump detection for multiple sequences via screening and multiple testing

时间：2024年3月29日13:00-13:45

地点：上川路校区二教105/腾讯会议 会议号：517 4242 8784密码：6666

报告人：贾圣吉

报告内容简介：

The estimation of nonparametric discontinuous regression function is fundamental in many applied fields, but challenges arise when the number of jumps (or discontinuities) is large and unknown. We propose a new jump detection method, via the screening and multiple testing (SaMT) algorithm, for simultaneously estimating the unknown number of jump points and detecting their locations in the flexible non-parametric regression model, guaranteeing the desired accuracy. Moreover, we generalize the proposed SaMT algorithm to detect the common jump points shared across multiple aligned sequences. The proposed method is easy to implement, enjoys flexibility in choices of bandwidth parameter and threshold quantity in screening, and is illustrated through simulation experiments and real data examples, as compared with existing methods.

主讲人简介：

贾圣吉，上海立信会计金融学院讲师，常任轨教师，主要研究方向有非参数与半参数统计，高维数据统计与降维，变点估计，纵向（面板）数据与空间数据。