Meeting Calendar

Our youtube channel: https://www.youtube.com/@JohnsHopkinsSLAM

11/8/2024

Time: Friday 1:30-2:45pm 

Place: Genome Cafe, Room E3609

Light lunch provided

zoom link: https://jh.zoom.us/j/93026319590

Title: Efficient Algorithm for Frequency-Domain Dimension Reduction of Functional Time Series via Adaptive Frequency Band Learning

Speaker: Pramita Bagchi, Assistant Professor, George Washington University

Abstract:

The frequency-domain properties of nonstationary functional time series often contain valuable information. These properties are characterized through its time-varying spectral density. Practitioners seeking low-dimensional summary measures of the spectral density often partition 15 frequencies into bands and create collapsed measures of power within bands. However, standard frequency bands have largely been developed through manual inspection of time series data and may not adequately summarize spectral densities across different settings. In this article, we propose a framework for learning frequency band structures for nonstationary functional time series that optimally summarize time-varying dynamics. We develop a scan statistic and search 20 algorithm to detect changes in the frequency domain for adaptive frequency band estimation. We establish theoretical properties of this framework and develop a computationally-efficient implementation. The validity of our method is also justified through numerous simulation studies and an application to analyzing electroencephalogram data in participants alternating between eyes open and eyes closed conditions.

Upcoming events

11/22/2024

Martin Slawski, Associate Professor, University of Virginia

12/6/2024 

Jong-Hyeon Jeong, Mathematical Statistician, NIH/NCI

2/21/2025

Tianchen Qian, Department of Statistics, University of California at Irvine

3/7/2025

Jiwei Zhao, University of Wisconsin

Other invited speakers:

Shouhao Zhou (Penn State): in-person, open dates

Krithika Suresh (U of Mich): virtual, winter/spring 2025

Andrea Arfe (Memorial Sloan Kettering): in-person, open dates