Neyman Seminar - Doubly Spectral Analysis of Functional Time Series and the Molecular Dynamics of DNA

Neyman Seminar - Doubly Spectral Analysis of Functional Time Series and the Molecular Dynamics of DNA

Neyman Seminar
Apr 30, 2014, 01:00 PM - 02:00 PM | 1011 Evans Hall | Happening As Scheduled
Victor Panaretos, Ecole Polytechnique Federale de Lausanne (EPFL)
The Karhunen-Loève (KL) expansion has evolved into the workhorse of functional data analysis: the Fourier representation it affords on the one hand serves as a basis for motivating methodology by analogy to multivariate statistics; and, on the other hand, appears as the natural means of regularization in problems such as regression, testing and prediction, which are ill-posed in the functional...