Structural breaks and shape constraints

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Structural breaks and shape constraints

 16 - 20 May 2022
 ICMS, Bayes Centre, 47 Potterrow Edinburgh

 Organisers:

  • Qiyang Han, Rutgers University
  • Axel Munk, University of Goettingen
  • Richard Samworth, University of Cambridge
  • Yi Yu, University of Warwick

Structural break analysis is concerned with the detection and localization of abrupt changes in the data generating distribution in time series and spatial processes.  Shape-constrained inference, on the other hand, focuses on automatic learning that adapts to unknown structures of signals.  Both topics are well-established in statistics, but the recent explosion of data has resulted in challenges in both fields to find theoretically guaranteed and computationally efficient statistical tools to harness and exploit such structural patterns. These challenges are ubiquitous in many, diverse application areas, such as security monitoring, neuroimaging, financial trading, ecological statistics, climate change, medical condition monitoring, sensor networks, risk assessment for disease outbreaks, flu trend analysis, genetics, electro-physiology and many others.

In the last few years, we have witnessed a growing body of literature in both communities focusing on similar problems, but we are also aware that communication between the two areas could be improved. This workshop focuses on recent developments in structural break analysis and shape-constrained inference, aiming to create a platform to bring the two communities together.

 

Key participants and speakers incliude:
Alexander Aue
Fadoua Balabdaoui
Moulinath Banerjee
Merle Behr
Pierre Bellec
Tom Berrett
Peter Buhlmann
Alexandra Carpentier
Sabyasachi Chatterjee
Yining Chen
Holger Dette
Paromita Dubey
Lutz Dümbgen
Cécile Durot
Idris Eckley
Zhou Fan
Paul Fearnhead
Aditya Guntuboyina
Kengo Kato
Claudia Kirch
Tse Leung Lai
Housen Li
Oscar Madrid
Enno Mammen
George Michailidis
Carey Priebe
Alessandro Rinaldo
Bodhisattva Sen
Daren Wang
Tengyao Wang
Jon Wellner
Yuting Wei
Rebecca Willett
Min Xu
Cun-Hui Zhang

Arrangements

Details regarding participation will appear here in due course.