Video: Michael Baron, "Bayesian and asymptotically pointwise optimal change-point detection in multivariate time series"

Video From 14w5157: Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond

Michael Baron, University of Texas at Dallas

Wednesday, April 30, 2014 11:00 - 11:31

Bayesian and asymptotically pointwise optimal change-point detection in multivariate time series

Michael Baron, Video: Bayesian and asymptotically pointwise optimal change-point detection in multivariate time series

Michael Baron, Bayesian and asymptotically pointwise optimal change-point detection in multivariate time series, Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond, BIRS, BIRS talk, 14w5157, math, mathematics, video

Banff International Research Station

presentation

mpeg4

87M

http://www.birs.ca/events/2014/5-day-workshops/14w5157/videos

http://www.birs.ca/events/2014/5-day-workshops/14w5157/videos/watch/201404301100-Baron.html

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