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25 mars 2019: 1 événement

séminaire

  • Séminaire Statistiques

    Lundi 25 mars 14:00-15:00 - no-reply@math.cnrs.fr

    Cécile Hadouin - Séminaire Statistique

    Résumé : A Diagonally Weighted Matrix Norm Between Two Covariance Matrices The square of the Frobenius norm of a matrix A is defined as the sum of squares of all the elements of A. An important application of the norm in statistics is when A is the difference between a target (estimated or given) covariance matrix and a parameterized covariance matrix, whose parameters are chosen to minimize the Frobenius norm. In this article, we investigate weighting the Frobenius norm by putting more weight on the diagonal elements of A, with an application to spatial statistics. We find the spatial random effects (SRE) model that is closest, according to the the weighted Frobenius norm between covariance matrices, to a particular stationary Mat\’ern covariance model.[

    Lieu : FRUMAM 1er étage

    Notes de dernières minutes : http://www.i2m.univ-amu.fr/Seminaire-Statistique?id_evenement=2773

    En savoir plus : Séminaire Statistiques