The Institute for Statistics and Mathematics is pleased to invite you to the next research seminar, taking place on campus:

Johannes Moritz Jirak (Department of Statistics and Operations Research, University of Vienna)
Relative perturbation bounds for empirical covariance operators
Friday, October 14, 2022, 10:30 am, Building TC, Room TC.5.01
 

Abstract:
We discuss expansions for empirical eigenvalues and spectral projectors, leading to concentration inequalities and limit theorems. One of the key ingredients is a specific separation measure for population eigenvalues, which we call the relative rank, giving rise to a sharp invariance principle in terms of limit theorems, concentration inequalities and inconsistency results. Our framework is very general, requiring (in principle) only p>4 moments and allows for a huge variety of dependence structures.
 

Please note the change of location (room TC.5.01).
We aim to stream all on-campus talks via Zoom. A direct link to the stream will be posted on our website.

For further information and the seminar schedule, please see:
www.wu.ac.at/en/statmath/research/resseminar