[Forum SIS] Seminario Prof Bruce Lindsay (nuova data)

[Marco Alfo']

AVVISO DI SEMINARIO
Dipartimento di Scienze Statistiche
Sapienza Università di Roma

Relatore:  prof. Bruce Lindsay (Penn State University)
martedi 18/12 ore 12.00, IV piano edificio di Scienze Statistiche, sala 34


TITLE: On using Fisher's information matrix to build a
general theory for dimension reduction by linear transformation

ABSTRACT: It has long been standard to reduce data
dimension by using linear combinations (projections) of
the data. We will show that the Fisher's information matrix
can be used as a very general tool to find interesting
projections of data. Among the multivariate methodologies that
it touches upon are projection pursuit, discrimination analysis,
independent components analysis, and regression dimension
reduction.


Marco Alfo'
Dipartimento di Scienze Statistiche
Sapienza Università di Roma