Scholarly Colloquia and Events

  • 9/30 Statistics Colloquium, Prof. Vladimir Pozdnyakov

    STATISTICS COLLOQUIUM

     

    Vladimir Pozdnyakov, Professor

    Department of Statistics

    University of Connecticut

     

    Discretely Observed Brownian Motion Governed by a Telegraph Process: Estimation

     

    Abstract

    A Brownian motion whose infinitesimal variance alternates according to a telegraph process is considered. This stochastic process can be employed to model variety of real-word situations. In this work we applied our findings for animal movement analysis. The main goal is to develop an estimation procedure for underlying model parameters when the Brownian Motion governed by telegraph process is observed discretely. Resulting sequence of observations is not Markov. But since the location-state process is Markov, the likelihood estimation can be done with help of Hidden Markov Model tools. Further extensions of the model are discussed. More specifically, we consider (1) introducing an additional hidden state and (2) incorporating measurement errors into the model.  (joint work with Chaoran Hu, Mark Elbroch, Tom Meyer, and Jun Yan)

    Event address for attendees:

     

    https://uconn-cmr.webex.com/uconn-cmr/onstage/g.php?MTID=e7ef41045207955e8c0476f607757b306

     

    Call-in option:

     

    US Toll

    +1-415-655-0002

    Access code: 120 157 9936

    Date and Time:  Wednesday, September 30, 2020 4:00 p.m.

    Duration: 1 hour

      
    For more information, contact: Tracy Burke at tracy.burke@uconn.edu