Dear colleagues,
We are pleased to announce the seminar of Victor M. Panaretos (EPFL), on *Wednesday the* *27th of September at 12:00 pm*, at the University of Milano-Bicocca, Department of Management, Economics, and Statistics (DEMS).
The seminar will be held in presence at the DEMS seminar room 2104 (building U7 Civitas, 2nd floor).
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*Time: *Wednesday September 27th, at 12:00 pm
*Place: *University of Milano-Bicocca | DEMS | Room 2104 (building U7 Civitas, 2nd floor)
*Title: *Graphical Models for Stochastic Processes
*Speaker:* Victor M. Panaretos (Institute of Mathematics, EPFL)
*Abstract:* Graphical models allow us to distinguish direct and indirect associations in data. They can be used as models or they can be the targets of inference, and have been extensively studied in many contexts, the most recent emphasis being in high-dimensional statistics. For the most part, one considers a collection of random vectors indexed by a finite or discrete set. The purpose of this talk is to explore what happens when we are interested in the associations within and between stochastic processes. In the first case, we are dealing with graphical models with uncountable rather than discrete index set. In the latter case, we are dealing with graphical models for finite collections of function-valued random variables. Such settings introduce conceptual challenges owing to the lack of infinite-dimensional analogues of familiar algebraic tools, such as matrix inverses and determinants. It will turn out that the two problems share commonalities but also notable differences. Based on joint work with Kartik Waghmare (EPFL) and Tomas Masak (EPFL).
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Best wishes,
Alessia Caponera