[Forum SIS] Seminario A. Kashlak - Politecnico di Milano

[Laura M. Sangalli]

Si avvisa che in data 01-06-2016, alle ore 14:30 precise,
presso l'Aula Seminari "F. Saleri" VI piano - Dipartimento di 
Matematica, Politecnico di Milano,
nell'ambito delle iniziative MOX, si svolgerà il seguente seminario

Relatore:
Adam Kashlak, Cambridge University

Titolo:
Inference on covariance operators via concentration inequalities

Abstract:
Inference on covariance operators is an important part of functional 
data analysis. Panaretos, Kraus, and Maddocks (2010) compare covariance 
operators for Gaussian process data. Pigoli, Aston, Dryden, and Secchi 
(2014) consider a variety of metrics over the space of covariance 
operators. In this talk, we propose a novel approach to the analysis of 
covariance operators making use of concentration inequalities. First, 
non-asymptotic confidence sets are constructed for such operators. Then, 
subsequent applications including a k sample test for equality of 
covariance, a functional data classifier, and an 
expectation-maximization style clustering algorithm are derived and 
tested on both simulated and phoneme data.


Tutti gli interessati sono invitati a partecipare.

Cordiali saluti,
Laura Sangalli

-- 
Laura Maria Sangalli
MOX - Dipartimento di Matematica
Politecnico di Milano
Piazza Leonardo da Vinci 32
20133 Milano - Italy
tel: +39 02 2399 4554
fax: +39 02 2399 4568
email: laura.sangalli at polimi.it
url: http://mox.polimi.it/~sangalli