学术报告与科研交流会(五)
发布时间:2017-09-21 浏览次数:668
时间:9月29日(星期五)下午2:30
地点:育才校区必威一betway088三楼会议室
参加人员:必威一betway088全体专任教师、研究生
1.报告人:欧乾忠教授
题名:Liuoville Theorem and Singularity for some Hessian Equation
(某些海赛尔方程的刘维尔定理与奇异性)
摘要:Via the methods of integration by parts, some hessian equations are studied, including classical hessian equation, conformal hessian equation, hessian equation of curvature operators of Fuchsian convex surfaces in Minkowski space.
2.报告人:张军舰教授
题名: Variable Selection Methods in Change-point Detection
(变点检测中的变量选择方法)
摘要:In this talk, we discuss some change-point detection problem by using variable selection technique. Especially we propose a new model named mixture-regression model which combines auto-regression and regression. We investigate the estimation of the location of change-points in mixture- regression model. Using a penalized least-square criterion with a l1-type penalty and some suitable modification, the problem is cast as a sparse regression, and can be solved by resorting to the least-absolute shrinkage and selection operator(Lasso). With the way to select the tuning parameter by minimizing information criterion, an efficient block-coordinate descent algorithm is developed to implement the novel method. With probability tending to one, this method can efficiently determine the unknown number of change-points, and the estimated break locations are sufficently close to the true break locations. Finally, numerical tests using synthetic and real data are presented, which corroborate the merits of the method in mixture-regression model.