The LiU Seminar Series in Statistics and Mathematical Statistics
Tuesday, March 4, 3.15 pm, 2025. Seminar in Statistics.
Covariance matrix estimation in a doubly multivariate modelMonika Mokrzycka, Institute of Plant Genetics, Polish Academy of Sciences
Abstract: The aim of the talk is to present methods of covariance matrix estimation by a symmetric positive definite separable structure. The estimation criterion is the entropy loss function. Such estimation is of interest for data where characteristics are measured repeatedly, e.g., in time or location. The approach can also be used to measure the discrepancy between two covariance matrix structures related to the study of the power of a test. However, modern real-world experiments produce high-dimensional data, which makes approximation via the entropy loss function challenging.
Location: Alan Turing.
Tuesday, April 8, 3.15 pm, 2025. Seminar in Mathematical Statistics.
Unsupervised linear discrimination using skewnessJoni Virta, Department of Mathematics and Statistics, University of Turku
Abstract: It is known that, in Gaussian two-group separation, the optimally discriminating projection direction can be estimated without any knowledge on the group labels. In this presentation, we (a) motivate this estimation problem, and (b) gather several unsupervised estimators based on skewness and derive their limiting distributions. As one of our main results, we show that all affine equivariant estimators of the optimal direction have proportional asymptotic covariance matrices, making their comparison straightforward. We use simulations to verify our results and to inspect the finite-sample behaviors of the estimators.
Location: Hopningspunkten.
Tuesday, May 20, 1.15 pm (NEW TIME), 2025. Seminar in Statistics.
TBAMaryna Prus, Biostatistics Unit, University of Hohenheim
Abstract:
Location: John von Neumann (CHANGE OF ROOM!) .
Tuesday, June 10, ,2025. Seminar in Mathematical Statistics.
TBANestor Parolya, Delft University of Technology
Abstract:
Location: Hopningspunkten.
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Last updated: 2025-04-16