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Title:
Bayesian and asymptotically pointwise optimal change-point detection in multivariate time series
Speaker:
Michael Baron
Link:
http://www.birs.ca/events/2014/5-day-workshops/14w5157/videos/watch/201404301100-Baron.html
Workshop:
Birs- 14w5157: Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond