报告主题：CUSUM Multi-Chart based on Nonparametric Likelihood Approach for Detecting Unknown Abrupt Changes and its Application for Network Data
时间：2023年3月24日13:00-13:45
地点：五教117 /腾讯会议-会议号：984 1292 8754 密码：6666
报告人：乔磊
报告内容简介：This article deals with the online monitoring of changes when the distributions (including the form of distributions) of pre-change and post-change are unknown. We not only construct a nonparametric CUSUM multi-chart based on the nonparametric likelihood function to deal with the online change detection problem, but also give a strategy for choosing the appropriate value if we choose only one truncated value of u. And under the measurement called nonparametric Control chart Performance Index (CPI), we show an asymptotic optimal designfor the allocation of the reference post-change Cumulative Distribution Functions (C.D.F.s). Finally, we use simulated data to present the related results. Moreover, we apply the method in this paper to network data, which is very common at present.
主讲人简介：
乔磊，2021年博士毕业于上海交通大学数学科学学院。主要研究方向为网络数据的监测问题。乔磊及其合作者提出了测度空间下的网络序列控制图检验的性能标准、测度空间下的CUSUM多重控制图以及非参数的CUSUM多重控制图，相关成果发表于Communications in Statistics–Theory and Methods，Statistics，Journal of Statistical Computation and Simulation等统计学领域学术期刊上。