[Forum SIS] Politecnico di Milano - Seminario Alois Kneip

[Laura M. Sangalli]

Si avvisa che in data 23-09-2016, alle ore 11:15 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:

Alois Kneip
Universitat Bonn

Title:  On the Optimal Reconstruction of Partially Observed Functional Data

Abstract:  If only fragments of functions are observable and none of these
fragments cover the total domain, then it is impossible to estimate  the
covariance function over its total support. We propose a new functional PCA
based prediction procedure that allows to reconstruct functional data from
their fragmental observations under this challenging setup. By contrast to
functional prediction models in the literature, we can proof the optimality
of our prediction model without making use of the crucial, but unverifiable,
orthogonality assumption on the prediction error. This also allows us to
identify situations under which our prediction procedure leads to a perfect
reconstruction of the fragmental observations, i.e., without any prediction
error. Finite sample properties are investigated through simulations and a
real data application.


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

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