[Forum SIS] Seminario Zwiernik: Multivariate total positivity of order 2

[Giovanni Marchetti]

Giovedì 17 Settembre alle ore 12 nell'aula Tricerri del Dipartimento di Matematica e Informatica U. Dini

Piotr Zwiernik (Genova)

terrà un seminario divulgativo di Statistica Algebrica su

Multivariate total positivity of order 2

Abstract: Probability distributions that are multivariate totally positive of
order 2 (MTP2) appeared in the theory of positive dependence and in
statistical physics through the celebrated FKG inequality. The MTP2
property is stable under marginalization,  conditioning and it appears
naturally in various probabilistic graphical models with hidden
variables. Models of exponential families with the MTP2 property admit
a unique maximum likelihood estimator. In the Gaussian case, the MLE
exists also in high-dimensional settings, when p>>n, and it leads to
sparse solutions. I will also show how the MTP2 property appears in
the semialgebraic description of tensors of nonnegative rank 2.

Gli interessati sono cordialmente invitati a partecipare.

Giovanni Marchetti
Giorgio Ottaviani

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Giorgio Ottaviani
Dipartimento di Matematica e Informatica "Ulisse Dini"
viale Morgagni 67/A  I-50134 Firenze ITALY
Phone +39 055 2751430   FAX +39 055 2751452
ottavian a math.unifi.it <mailto:ottavian a math.unifi.it>
http://www.math.unifi.it/users/ottavian <http://www.math.unifi.it/users/ottavian>


— Giovanni M. Marchetti
Dipartimento di Statistica, Informatica,  Applicazioni, University of Florence
viale Morgagni, 59, I 50134 Firenze, Italy				              

(T): +39 055 275 1516  (W): http://local.disia.unifi.it/gmm




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