Montag, 02. Mai 2022, 16:45 - 17:45 iCal

ISOR Colloquium

"High-dimensional nonparametric functional graphical models via the additive partial correlation operator"

Speaker: Eftychia Solea (CREST and ENSAI, Rennes, France)

HS 7 OMP1 (#1.303)
Oskar-Morgenstern-Platz 1, 1090 Wien

Vortrag

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We develop a novel approach for estimating a high-dimensional and non- parametric graphical model for functional data. Our approach is built on a new linear operator, the functional additive partial correlation operator, which extends the partial correlation matrix to both the nonparametric and functional setting. We show that its nonzero elements can be used to characterize the graph, and we employ sparse regression techniques for graph estimation. Moreover, the method does not rely on any distributional assumptions and does not require the computation of multi-dimensional kernels, thus it avoids the curse of dimensionality. We establish both estimation con- sistency and graph selection consistency of the proposed estimator, while allowing the number of nodes to grow with the increasing sample size. Through simulation studies, we demonstrate that our method performs better than existing methods in cases where the Gaussian or Gaussian copula assumption does not hold. We also demonstrate the performance of the proposed method by study of an electroencephalography dataset to construct a brain network.

Joint work with Kuang-Yao Lee, Temple University, Philadelphia, USA and Bing Li, Pennsylvania State University, University Park, USA

 

The talk also can be joined online via ZOOM: univienna.zoom.us/j/69223110812

Meeting room opens at: May 2, 2022 4.30 pm Vienna

Meeting ID: 692 2311 0812

Password: 698081

Zur Webseite der Veranstaltung

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Veranstalter

Institut für Statistik und Operations Research

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Kontakt

Sabine Sobotka-Tompits, BA
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38631
sabine.sobotka-tompits@univie.ac.at

Erstellt am Mittwoch, 13. April 2022, 16:22
Letzte Änderung am Montag, 02. Mai 2022, 14:46