Die Erholunsgzone vor dem D4 Gebäude über dem Brunnen.

Research Seminar - Johannes Moritz Jirak

14. Oktober 2022

We are pleased to announce the upcoming Research Seminar on Oktober 14, 2022.

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

zurück zur Übersicht