Giovedì 11 Dicembre alle 12:30
presso l'aula seminari dell'ex Dipartimento di Studi del Lavoro,
via Conservatorio 7, primo piano, a Milano,
Giovanni Puccetti (Università degli Studi di Firenze)
terrà un seminario dal titolo
Extremal negative dependence concepts
Tutti gli interessati sono invitati a partecipare.
Abstract: While the concept of extremal positive dependence is agreed
upon for random vectors of arbitrary dimension, various notions of
extremal negative dependence arise when more than two random variables
are involved. We will review popular existing concepts of extremal
negative dependence given in the literature and introduce a novel
notion, which in a general sense includes the existing ones as
particular cases. Although much of the literature on dependence is
actually focused on positive dependence, we will
show that negative dependence plays an equally important role in the
solution of many optimization problems.
This talk is based on a joint work with Ruodu Wang, University of Waterloo.