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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