讲座题目: Large-Scale Datastreams Surveillance via Pattern-Oriented-Sampling

主 讲 人：南开大学邹长亮教授

讲座时间：2021年1月6日10:20-11:20

讲座地点：6号学院楼402会议室

主办单位：数据科学学院  浙江省2011“数据科学与大数据分析协同创新中心”

摘  要：

      Monitoring large-scale datastreams with limited resources has become increasingly important for real-time detection of abnormal activities in many applications. Despite the availability of large datasets, the challenges associated with designing an efficient change-detection when clusteringspatial pattern exists are not yet well addressed. In this talk, I will introduce a design-adaptive testing procedure when only a limited number of streaming observations can be accessed at each time. We derive an optimal sampling strategy, the pattern-oriented-sampling, with which the proposed test possesses asymptotically and locally best power under alternatives. Then, a sequential change-detection procedure is proposed by integrating this test with generalized likelihood ratio approach. Benefitingdynamically estimating the optimal sampling design, the proposed procedure can improve the sensitivity in detecting clustered changes compared with existing procedures.

主讲人简介：

邹长亮，南开大学统计与数据科学学院教授，博士生导师，主持国家自然科学基金委重大项目课题等。08年于南开大学获博士学位，随后留校任教。主要从事统计学及其与数据科学领域的交叉研究和实际应用。研究兴趣包括：高维数据统计推断、大规模数据流分析、变点和异常点检测等，在Ann.Stat.、Biometrika、J.Am.Stat.Asso.、Math. Program.、Technometrics、IISE Tran.等统计学和工业工程领域期刊上发表论文几十篇。

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