[Forum SIS] Bocconi DEC Seminar: Dario Spanò - April 29th

[Anna Simoni]

Dear colleagues,

The Department of Decision Sciences (DEC) of Bocconi University is pleased to invite you to the seminar:

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DEC Seminar
Università Bocconi,
Room 3-E4-SR03
Via Roentgen 1 - 3rd floor
Time: 12:30pm

The DEC seminar schedule is available at http://www.unibocconi.eu/statseminar

Thursday, April 29th

Dario Spanò
(Department of Statistics, University of Warwick)

"Canonical correlations for dependent Dirichlet measures and their sampling distributions"

Abstract:

We consider a class (T, say) of transition kernels, with the following properties: (i) each kernel in T is associated with a stochastic process with Dirichlet or Ferguson-Dirichlet stationary distribution; (ii) each kernel in T has orthogonal polynomial eigenfunctions, where orthogonality is meant to be with respect to the stationary distribution. Because the eigenfunctions are "uniquely" defined, every element of T is characterized solely by the sequence of its eigenvalues, also known as canonical correlation coefficients (ccc). We study the problem of characterizing all ccc sequences for the family T of transition kernels. An interpretation of such ccc is given in terms of genealogical processes, and dependent Polya urn schemes. This will also give us a way to characterize dual processes of the corresponding sampling distributions. One important example will be studied in as much detail as allowed by time.
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Sincerely,
Anna Simoni

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Anna Simoni

Assistant Professor
Department of Decision Sciences
Università Bocconi
via Roentgen, 1
20136 Milano - Italy

Email:anna.simoni a unibocconi.it
Webpage: http://faculty.unibocconi.eu/annasimoni/


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