Download Program - 上海交通大学数学系

The Conference on Change-point Methodology,
Applications and Related Topics
May 6-7，2011
Address(地点)
Time(时间)
Speakers (报告人)
Title (讨论题目或报告题目)
(1). Suppose we have sequentially observed n
samples , then we can make a decision (D1) based
on all these n samples. However, we sometimes
find that the decision based on the first n - 1 (or n 2) samples is different from D1. In this case, How
Xuhui Campus
徐汇校区
教师活动中心
（ 华 山 路 1954
号）
Panel Discussion
5 月 6 日(周五)下午
(Chair: Tze Leung Lai )
14:00-17:00
can we do?
(2). How to develop efficient parametric and
nonparametric (multiple) change-points detection
methods for high-dimensional dataset?
(3). Is it necessary to develop a new test to monitor
the structure change in a dynamic random network?
(4). How to detect the spread of epidemics on a
dynamic random network?
9:009:05
Opening remarks (Dong Han）
Changliang Zou
Multivariate Spatial Sign and Rank
EWMA Control Schemes
(Nankai Univ. )
Minhang
Campus
5月7日
Associate Prof. Zou obtained B.S, M.S,
Nonparametric control charts are useful in
(周六)
and Ph.D. in Statistics, from School of
statistical process control (SPC) when there is
上午
Mathematical Sciences, Nankai Univ.,
a lack of or limited knowledge about the
in 2003, 2006,and 2008, respectively.
underlying process distribution, especially
Then he worked as a Postdoctoral
when the process measurement is multivariate.
Researcher
We develop a new multivariate SPC
闵行校区
Chair:
(东川路 800 号)
Fugee
数学系大会议室
Tsung
9:059:50
at Quality Lab,
Department of IELM, HKUST. He
methodology for monitoring the change of
joined School of Mathematical
location parameters. It is based on adapting
Sciences, Nankai Univ., in June 2009,
powerful multivariate sign and rank tests to
as an Assistant Professor. His research
on-line sequential monitoring. The weighted
interest includes statistical process
version of the sign and rank tests is used to
control and quality improvement,
formulate the charting statistic by
non-parametric
incorporating the exponentially weighted
regression,dimension
reduction, etc. Special focuses are
moving average control (EWMA) scheme,
profile monitoring,multivariate
which results in nonparametric counterparts of
statistical process control,
the classical multivariate EWMA (MEWMA)
semi-parametric modeling,
and its self-starting version. It is
nonparametric lack of fit tests,
affine-invariant and has a strictly
sufficient dimension reduction
distribution-free property over a broad class of
andhigh-dimensional variable selection.
population models. Moreover, when the
He has authored more than thirty
process distribution comes from the elliptical
refereed journal publications in JASA,
direction class, the IC average run length can
Annals of Statistics,Technometrics,
be calculated via a one-dimensional Markov
JQT, Statistica Sinica, IIE
chain model. This type of monitoring scheme
Transactions,Annals of Operations
possesses some other favorable
Research, and so on.
features: its computation speed is fast with a
similar computation effort to the MEWMA
chart; it is easy to implement because only the
multivariate median and the associated
transformation matrix need to be specified
(estimated) from the historical data before
monitoring; it is also very efficient in
detecting process shifts, particularly small or
moderate shifts when the process distribution
is heavy-tailed or skewed. Furthermore, we
extend this methodology to monitoring of
scatter matrix and profiles.
9：5010:10
Coffee/Tea Break
Hock Peng CHAN
（National Univ. of Singapore）
Optimality of Scan and ALR Test
Statistics
Prof. Chan is currently Associate Professor
at the Department of Statistics and Applied
We consider two problems here. Firstly, we show
Probability,
of
that the usual covariate adjustment in scan statistics
10:10-1
Singapore (NUS). He obtained his BSc
is sub-optimal and provide a simple alternative
0;55
(Hons) in Mathematics from NUS in 1993
approach.
and PhD in Statistics from Stanford
constructed average likelihood ratio (ALR) test
University
in
statistic is able to out-perform the scan statistic in
change-point detection, sequential analysis,
signal detection. These are joint works with I-Ping
scan statistics and importance analysis, scan
Tu and also with Guenther Walther.
National
in
1998.
University
He
works
We
then
show
how
a
properly
statistics and importance sampling of rare
events.
Detection and Diagnosis of Distribution
Changes of Degree Ratio in Complex
Networks
The detection and diagnosis problems of
d i st rib u t io n c ha n g e s o f d e gr ee r at io
in complex networks are discussed in this talk.
We not only give the asymptotic expressions
of the in-control and out-of-control average
run lengths in detecting the distribution
change by the cumulative sum (CUSUM)
10:55-1
1:40
Dong Han
（Shanghai Jiao Tong Univ.）
chart, but also provide an effective and
practicable method to transform the detection
problem of the high dimensional Markov
chain
into
a
1-dimensional
problem.
Moreover, three multi-charts each based on
the reference transition probabilities, the
principal
components
and
the
entropy
statistics, are presented to deal with the
diagnosis problem. Finally, a real financial
network which describes the dynamics and
random correlations among 90 assets is
investigated to demonstrate the detection and
diagnosis
performance
reference-free
Cuscore
of
chart
both
the
and
the
multi-chart based on the entropy statistics.
11:40-1
3:40
Lunch
Some Methods on Sequential Analysis
13:40-1
Xiaolong Pu
4:25
(East China Normal Univ.)
In this report, I will introduce some of our
5月7日
Prof. Pu is the vice dean of School of
recent work in sequential analysis:
(周六）
Finance and Statistics, East China Normal
1. Methods of sequential test based on double
下午
University. He got his PhD, MS and BS in
likelihood ratio statistics.
Chair:
probability and mathematical statistics at
In this part, I will propose three test methods
East China Normal University. He is
which perform well over the whole
interested in applied statistics with the
of the average sample numbers (ASNs). It is
methods of sequential analysis, statistical
seen that these methods include the SPRT and
quality control, design of experiment,
2-SPRT as their special cases.
Bayesian analysis, etc.. He proposed some
(1).Double
statistical methods and successfully applied
Statistic Test (2-SLRST).
them in engineering, service, government
(2).Discrete Global Likelihood Ratio Statistic
management and so on. He got the first
Test (DGLRST).
class of “Prize for Science and Technology
(3).Double Sequential Weighted probability
Progress” directed by General Armament
Ratio Test (2-SWPRT).
Department. He is a vice chairman of the
2.Mixed variables-attributes sequential test.
Chinese Association for Applied Statistics
The mixed variables-attributes test plans for
(CAAS), and an executive member of the
sequential acceptance sampling are proposed
council in the Chinese Quality Association
to protect \good lots" from attributes aspect
(CQA).
and to optimize sample sizes from variables
Dong Han
Stepwise
Likelihood
in terms
Ratio
aspect. The method of variables-attributes test
is developed by combining the SPRT for the
variables and that for the attributes.
Kwok-Leung Tsui
(Georgia Institute of Tech.; City Univ.
of Hong Kong)
Recent Research on Healthcare and
Public Health Surveillance
Prof. Tsui is in the School of Industrial
Due to recent pandemic outbreaks and
continuing bioterrorism threat, research
efforts on healthcare and public health
surveillance have become very important
worldwide. In this talk we will explain and
classify the various types of health
surveillance problems.
We review the
latest research in surveillance systems,
monitoring methods, and performance
measures. We also discuss the research
challenges and illustrate them with various
problems and examples. In particular, we
will compare the performance of scan
methods and CUSUM charts for temporal
14:25
-15:10
and Systems Engineering at Georgia
Institute of Technology and chair
professor
in
Manufacturing
the
Department
Engineering
of
and
Engineering Management at the City
University of Hong Kong. He received
his
Ph.D.
in
Statistics
from the
University of Wisconsin at Madison in
1986. Dr. Tsui was a recipient of the
NSF Young Investigator Award in
1992. He was the (elected) President
and Vice President of the American
Statistical Association Atlanta Chapter
in
1992-1993;
INFORMS
the
Section
Chair
in
of
the
and spatiotemporal surveillance.
Quality,
Statistics, and Reliability in 2000; and
the Founding Chair of the Section in
Data Mining in 2004. He is a fellow of
American Statistical Association, a US
representative in the ISO Technical
Committee on Statistical Methods, and
a
department
Transactions.
editor
of
the
IIE
His current research
interests include data mining and
surveillance in healthcare and public
health, calibration and validation of
computer
models,
bioinformatics,
statistical quality improvement, process
control and monitoring, and robust
design and Taguchi method.
15:1015:30
15:3016:15
Coffee/Tea Break
Fugee Tsung
Statistical Quality Techniques to Service
(Hong Kong Univ. of Sci. & Tech.）
Science and Engineering
Prof. Tsung is Professor and Head of the
Department of Industrial Engineering and
Logistics Management (IELM), Director of
the Quality Lab, at the Hong Kong
University
of
Science
&
Technology
(HKUST). He is a Fellow of the Institute of
Industrial Engineers (IIE), Fellow of the
American Society for Quality (ASQ) and
Fellow of the Hong Kong Institution of
Engineers (HKIE). He received both his
MSc and PhD from the University of
Michigan, Ann Arbor and his BSc from
National Taiwan University. He is currently
Department Editor of the IIE Transactions,
Associate Editor of Technometrics, Naval
Research Logistics, and on the Editorial
Boards
for
Quality
and
Reliability
Engineering International (QREI). He is an
ASQ Certified Six Sigma Black Belt, ASQ
authorized Six Sigma Master Black Belt
Trainer, Co-funder and Chair of the Service
Driven by a new business environment
including globalized economy, business
automation, and business and technology
innovations, the service sector keeps
growing and now accounts for more than 50
percent of the labor force in the developed
economies. It reaches as high as 80 percent
in the United States and the United
Kingdom. With the shift in economic focus
from manufacturing to service, industrial
and academic research facilities may need
to apply more scientific rigor to the
practices of service, such as discovering
better methods to use statistics and
mathematical optimization to increase
quality, productivity, and efficiency to meet
the challenges. This talk will focus on the
development
of
statistical
quality
techniques, and discuss several technical
challenges and recent extensions to the
Science Section at INFORMS, Regional
service engineering research area.
Vice President (Asia) of IIE. He has
authored
over
70
refereed
journal
publications, and is also the winner of the
Best Paper Award for the IIE Transactions
in 2003 and 2009. His research interests
include
quality
engineering
and
management to manufacturing and service
industries,
statistical
process
control,
monitoring and diagnosis.
16:15-
Tze Leung Lai
17:00
( Stanford Univ.)
17:00-
Closing Remarks (Tze Leung Lai)
17:05
A Hidden Markov Modeling Approach to
Multiple Change Points