The Department of Mathematical Sciences at Lakehead University runs about 5 to 6 colloquiums a year, on an irregular schedule. Please check out the link below to see colloquiums that we have held in the past.
"CUMULANT AND TOPOLOGICAL TECHNIQUES FOR REAL RANDOM MATRICES, WITH CONNECTIONS TO FREE PROBABILITY"Monday, July 11, 20161:30RB 2026
Abstract: I will look at cumulants for real random matrices, extending the matrix cumulants of Capitaine and Casalis ('07), and how these connect to diagrammatic techniques for matrix integrals. I will discuss the asymptotics of these objects and how they connect to free probability, and in particular higher-order free cumulants. I will also comment on parallel results in the quatemionic case.
Speaker: Dr. Yuehua (Amy) Wu, Professor, Department of
Mathematics and Statistics, York University
Title: Multiple change-point detection via VIF regression
Date: Friday, October 30, 2015
Time: 11:00 - 12:00
Room: RB 1045
Abstract: In this talk, we present a procedure for detecting multiple
change-points in a mean-shift model, where the number of change-points
is allowed to increase with the sample size. A theoretic justification
for this method is also given. We first convert the change-point
problem into a variable selection problem by partitioning the data
sequence into several segments. Then, we apply a modified variance
inflation factor regression algorithm to each segment in sequential
order. When a segment that is suspected of containing a change-point
is found, we use a weighted cumulative sum to test if there is indeed
a change-point in this segment. The procedure is implemented in an
algorithm which, compared to two popular methods via simulation
studies, demonstrates satisfactory performance in terms of accuracy,
stability and computation time. Real data examples are also provided.