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Inference for Change-Point and Related Processes

Inference for Change-Point and Related Processes
Isaac Newton Institute, Cambridge
7th-11th January 2014
http://www.newton.ac.uk/programmes/ICP/icpw01

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.
This workshop will focus on recent work on modelling and inference for such data, focusing on changepoint and locally-stationary models.

Keynote Speakers:
Rainer Dahlhaus (Heidelberg)
Guy Nason (Bristol)
David Siegmund (Stanford)

For full details, see the workshop web-page.
http://www.newton.ac.uk/programmes/ICP/icpw01

Registration is £200 (£155 for students).

To apply to attend this workshop complete the online form (Deadline of 1st October):
http://www.newton.ac.uk/cgi/wsapply?CODE=ICPW01

Application deadline: 1st October 2013.

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Date and time

Start Date :
07/01/14
End Date:
11/01/14
Duration :
All Day
Type :

Organiser details

Organiser :
p.fearnhead@lancaster.ac.uk

Address details

Venue :
Isaac Newton Institute for Mathematical Sciences
Address : 

Isaac Newton Institute

20 Clarkson Road

Cambridgeshire

United Kingdom

CB3 0EH

Website: :
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