The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:15 pm Date: 30th of November 2020 Place: Visio Matthieu LERASLE (CNRS-ENSAE-CREST) - "Optimal Change-Point Detection and Localization" Abstract: Given a times series Y in R n, with a piece-wise contant mean and independent components, the twin problems of change-point detection and change-point localization respectively amount […]