UNIVERSITA' DI SALERNO

Dipartimento di Matematica

AVVISO DI SEMINARIO

Il Prof. Nikolai Leonenko (Cardiff University, UK) terrà, giovedì 20 giugno, alle ore 12:00, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo:

 Varentropy Estimation via Nearest Neighbour Graphs

Gli interessati sono cordialmente invitati a partecipare,         

Antonio Di Crescenzo

Barbara Martinucci

Alessandra Meoli

Serena Spina

Link su Teams: 
https://teams.microsoft.com/l/meetup-join/19%3ameeting_NzM0Yjc4OGItZDAxNS00NmNlLTliZTAtMDViMWFlMzdkMDkz%40thread.v2/0?context=%7b%22Tid%22%3a%22c30767db-3dda-4dd4-8a4d-097d22cb99d3%22%2c%22Oid%22%3a%2261e4e421-60a6-4cb9-8153-d04cb91c1edf%22%7d
ID riunione: 332 326 211 910
Passcode: M5x2Be

Abstract

The Varentropy is a measure of the variability of the information content of random vector and it is invariant under affine transformations. We introduce the statistical estimate of varentropy of random vector based on the nearest neighbour graphs (distances). The asymptotic unbiasedness and consistency of the estimates are established. The talk is based on joint results with Yu Sun (LSE, UK) and Emanuele Taufer (University of Trento, Italy).

Reference
Leonenko, N., Sun, Y., and Taufer, E. (2024). Varentropy estimation via nearest neighbour graphs. ArXiv, 2402.09374, p.1-51