[Statlist] Research Seminar: Next talks on Friday December 4, 2009 15.15-16.00 and 16.20-17.05

[Susanne Kaiser-Heinzmann]

ETH and University of Zurich

Proff. A.D. Barbour - P. Buehlmann -  L. Held -
H.R. Kuensch - M. Maathuis - W. Stahel - S. van de Geer


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We are glad to announce the following talks

*Friday, December 4, 2009 *15.15 - 16.00*  HG  G 19.1 *
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*with Richard Samworth, Cambridge University, UK*

Title:

Maximum likelihood estimation of a multidimensional log-concave density

Abstract:

We show that if $X_1,...,X_n$ are a random sample from a density $f$ in 
$\mathbb{R}^d$, then with probability one there exists a unique 
log-concave maximum likelihood estimator $\hat{f}_n$ of $f$.  The use of 
this estimator is attractive because, unlike kernel density estimation, 
the estimator is fully automatic, with no smoothing parameters to 
choose. We exhibit an iterative algorithm for computing the estimator 
and show how the method can be combined with the EM algorithm to fit 
finite mixtures of log-concave densities.  Applications to 
classification, clustering and functional estimation problems will be 
discussed, as well as recent theoretical results on the performance of 
the estimator.  The talk will be illustrated with pictures from the R 
package LogConcDEAD.

*and*

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*Friday, December 4, 2009 *16.20 - 17.05*  HG  G 19.1 *
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*with Ya'acov Ritov, Hebrew University, Jerusalem*

Title:

A map to nowhere

Abstract:

We consider the maximal a-posteriori path estimator of an HMM process. 
We show that this estimator may be unreasonable when the state space is non-finite, or the 
process is in continuous time. We argue that this sheds a doubt on the usefulness of the concept 
in the standard finite state space in discrete time HMM model. We will then discuss some results 
concerning the well behavior of the a-posteriori probability of the a state given the data



These abstracts are also to be found under the following link:
http://stat.ethz.ch/talks/research_seminar

-- 
ETH Zürich
Seminar für Statistik
Cecilia Rey-Lutz, HG G10.3
Rämistrasse 101              CH-8092 Zurich                                 
mail: rey at stat.math.ethz.ch                 
phone: +41 44 632 3438/fax: +41 44 632 1228

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