[Statlist] Research seminar in statistics October 23rd 2015, GSEM University of Geneva

[Eva Cantoni]

Organisers :
E. Cantoni - D. La Vecchia - E. Ronchetti -
S. Sperlich - F. Trojani - M-P. Victoria-Feser

Friday October 23rd, 2015
at 11h15 - Room M 5220, Uni Mail (40, bd du Pont-d'Arve)

Amplitude and Phase Variation of Point Processes
Victor Panaretos – EPFL

ABSTRACT:
We develop a framework for the study of the problem of registration of 
point processes subjected to warping, known as the problem of separation 
of amplitude and phase variation. The amplitude variation of a real 
random function corresponds to its random oscillations in the y-axis, 
typically encapsulated by its (co)variation around a mean level. In 
contrast, its phase variation refers to fluctuations in the x-axis, 
often caused by random time changes. We consider the problem of 
identifiably formalising similar notions for a point process, and of 
nonparametrically separating them based on realisations of iid copies of 
the phase-varying point process. The key element to our approach is the 
extension of classical phase variation assumptions from the functional 
to the generalised functional case, and their subsequent interpretation 
through the prism of the theory of optimal transportation of measure. We 
demonstrate that this induces a canonical geometry compatible with the 
warping problem and we prove that it allows for consistent and 
asymptotically Gaussian registration (based on joint work with Yoav 
Zemel, EPFL)

Visit the website: http://www.stat-center.unige.ch/ressem.html


Karen Longden Roure
Program Coordinator
MSc. in Management, MSc. in Economics, MSc. in Statistics
Université de Genève, Uni-Mail
Faculté d'Economie & Management, GSEM
40, bd. du Pont d'Arve, 1211 Genève 4
Tél:  +41.22.379.8109 (10h-14h)

-- 
Prof. Eva Cantoni
Research Center for Statistics and
  Geneva School of Economics and Management
University of Geneva, Bd du Pont d'Arve 40, CH-1211 Genève 4
gsem.unige.ch/rcs/cantoni