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

Victor Panaretos(Institute of Mathematics, École Polytechnique Fédérale de Lausanne (EPFL))
Statistical Inference for/via Covariance Operators
Wednesday, June 11, 2025, 17:15, in Building D4, Room D4.0.127.

Abstract: We consider the problem of comparing several samples of stochastic processes with respect to their second-order structure. This task can be seen as an Analysis of Variance (ANOVA) of covariance operators, and arises naturally in functional data analysis. We formulate the problem based on the geometry of multimarginal transport, where each covariance can be identified with a centred Gaussian process. By suitably contrasting the optimal multimarginal transport operators to the identity, it is seen that one can distinctly outperform existing tests, with considerable power even under local alternatives. This effect is seen to be genuinely functional, and we conclude by showing how one can harness this functional phenomenon to go in the other direction:  constructing powerful tests in more traditional settings (or indeed more general settings) by a notion of Gaussian embedding.

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