Previous Seminars

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A whirlwind tour of recent advances in changepoints

It is increasingly recognized that modern time series are not stationary. A simple departure from a stationarity assumption is a piecewise stationarity. The identification of the join points or "chan

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AdvDataAnalytics

Sub-quadratic search for significant correlations

Randomized algorithms have been very helpful for data reduction, with successful applications in log analysis and dimensionality reduction for machine learning. These techniques have more recently been extended to problems in linear algebra. A basic problem in data analysis is to find correlations…

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