Change-point detection - theory and applications

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A change point refers to a location or time at which observations or data obey two different models: before and after. Statistical studies of change-point problems date back to Page (1955) and have flourished especially since the 1980s. These studies have found applications in a wide range of areas, including quality control, finance, environmetrics, medicine, genetics and geography. An essential part of this proposed research program is to develop fast and accurate methods for change-point detection.