McMASTER UNIVERSITY STATISTICS SEMINAR

Week of March 29 - April 2, 1999

SPEAKER:

Dr. Masoud Asgharian
Department of Mathematics and Statistics, York University

TITLE:

"On Modelling Covariates in Multipath Changepoint Problems"

DAY:

Wednesday, March 31, 1999

TIME:

3:30 p.m. [Coffee in BSB-202 at 3:00 p.m.]

PLACE:

BSB-108

SUMMARY

There is a considerable literature on changepoint problems. Almost all of it has concentrated on the analysis of a single sequence of observations which, it is suspected, has undergone a change in distribution at some unknown instant. In contrast, very little work has been done on the "multipath setup" where the data consist of a number of sequences each of which may undergo a change. For example, in a clinical trial to assess the effect of a drug, patients may be monitored for a period after receiving a treatment which may only become effective after some unknown time interval. Typically, these intervals would vary randomly from subject-to- subject, and, possibly, systematically from subgroup-to-subgroup of subjects; for example, males may take longer to react than females. I shall discuss how one may introduce covariates into this type of multipath changepoint setting. The approach allows one to assess whether different subgroups have different changepoint distributions. The approach is through maximum likelihood. A flavor of the proofs of consistency and asymptotic normality of the estimated regression parameters is given and some of the difficulties outlined; in particular, the role played by mixtures is emphasized.

ABOUT THE SPEAKER

Dr. Masoud Asgharian received his B.Sc. and M.Sc. degrees from Shahid Beheshti University, Tehran, Iran, and his Ph.D. in September 1998 from McGill University, Montreal, Canada. Between 1997 and 1998 he was a statistical consultant at Lady Davis Institute for Medical Research at the Jewish General Hospital in Montreal. He is presently an Assistant Professor in the Department of Mathematics and Statistics at York University. Dr. Asgharian's main areas of interest are changepoint problems, survival analysis and nonparametric Bayesian analysis.

REFERENCES

The following references have been suggested by Dr. Asgharian to be used as background for his talk. The references Ingber (1993) and Joseph & Wolfson (1997) are on reserve at Thode Library (STATS 770: Statistics Seminar).

[1] Abraham, R., Marsden, J.E. and Ratiu, T.(1988). MANIFOLDS, TENSORS ANALYSIS, AND APPLICATIONS. Springer-Verlag.

[2] Brooks, S. and Morgan, B.(1995). "Optimization Using Simulated Annealing." THE STATISTICIAN 44, No.2, pp. 241-257.

[3] Ingber, L.(1993). "Simulated Annealing: Practice Versus Theory." MATHEMATICAL COMPUTER MODELLING, 18, No. 11, pp. 29-57.

[4] Joseph, L. and Wolfson, D. (1997). "Analysis of Panel Data With Changepoints." STATISTICA SINICA 7, No.3, pp. 687-703.


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