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 svolgerā 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@polimi.it
url: http://mox.polimi.it/~sangalli