[Statlist] Research Seminar in Statistics | *FRIDAY 24 November 2023* | GSEM, University of Geneva

[gsem-support-instituts]

Dear all,



We are pleased to invite you to our next Research Seminar, organized by Professor Sebastian Engelke on behalf of the Research Center for Statistics

< https://www.unige.ch/gsem/en/research/institutes/rcs/team/ >.



FRIDAY 24 NOVEMBER 2023, at 11:15 am, Uni Mail M 5220 & Online

Zoom research webinar: https://unige.zoom.us/j/92924332087?pwd=U1U1NFk4dTFCRHBMeWYrSDBQcXBiQT09

Meeting ID: 929 2433 2087

Passcode: 399192



About the small-ball probability and the complexity of functional data

Professor Enea G. BONGIORNO, Università del Piemonte Orientale, Italy

< https://sites.google.com/site/eneabongiorno >



ABSTRACT:

This talk will describe the concept of complexity, which may coincide with the concept of dimensionality of a stochastic process but it may be better associated with the notion of degrees of freedom. In practice, complexity will be evaluated through the use of the small-ball probability of the process. In particular, we will assume that this probability factorizes in two terms: one dependent on the center of the ball alone, the other dependent on the radius of the ball alone. Since the second term includes information regarding the complexity of the process, it will be studied statistically: estimation, asymptotic behavior, and practical performance in a simulated and real environment.

Depending on the time available, other aspects related to the use of small-ball probability in the framework of functional data could be explored.



> View the Research Seminar agenda: < https://www.unige.ch/gsem/en/research/seminars/rcs/ >



Regards,

Laura



Laura Ferreira da Silva

Communications Assistant

mailto:gsem-support-instituts at unige.ch


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