Weekly Activities

Quantile, Quantile Regression, Bayesian Inference, Change Point Detection and Renewable Algorithm for Streaming Data
Speaker: Prof. Keming Yu

Time: 09h00 - 10h00, Wednesday, July 31st, 2024

Location: Room 617, building A6, Institute of Mathematics (18 Hoang Quoc Viet, Cau Giay, Hanoi)

Abstract: Quantiles, which can give some information about the shape of a distribution, are important summary statistics in data analysis  and time series applications. Quantile regression (QR) has  applied to wide areas such as environment, medicine, investment, finance, insurance, economics and engineering. Bayes' method has been listed as one of "the 10 Emerging Technologies That Will Change the World" by MIT Technology Review since 2014. The change-point detection methods and streaming data analysis algorithms have received increasing attention in recent years and provided  useful data analytic techniques. This talk presents some recent research advances under QR.

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