Fang Yao
(Université de Toronto)

Le jeudi 15 janvier 2015 / Thursday, January 15, 2015

Functional data analysis and related topics

RÉSUME / ABSTRACT : Functional data analysis (FDA) has received substantial attention, with applications arising from various disciplines, such as engineering, public health, finance etc. In general, the FDA approaches focus on nonparametric underlying models that assume the data are observed from realizations of stochastic processes satisfying some regularity conditions, e.g., smoothness constraints. The estimation and inference procedures usually do not depend on merely a finite number of parameters, which contrasts with parametric models, and exploit techniques, such as smoothing methods and dimension reduction, that allow data to speak for themselves. In this talk, I will give an overview of FDA methods and related topics developed in recent years.


Salle / Room 1360
Centre de recherches mathématiques
Pavillon André-Aisenstadt
Université de Montréal
2920, chemin de la Tour

16 h 00 / 4:00 p.m.

Une réception suivra la conférence au Salon Maurice-l'Abbé
Pavillon André-Aisenstadt (Salle 6245)