[Lisa_seminaires] [Fwd: COLLOQUE CRM-ISM-GERAD DE STATISTIQUE (05/12/2008, Peter Hoff)]

Yoshua Bengio bengioy at iro.UMontreal.CA
Mar 25 Nov 13:23:04 EST 2008


Ce séminaire devrait être intéressant pour les chercheurs en machine learning...

-------- Original Message --------
Subject: COLLOQUE CRM-ISM-GERAD DE STATISTIQUE (05/12/2008, Peter Hoff)
Date: Tue, 25 Nov 2008 12:53:02 -0500
From: CRM at CRM.UMontreal.CA
To: activites at CRM.UMontreal.CA

******************************************************************

COLLOQUE CRM-ISM-GERAD DE STATISTIQUE

******************************************************************

CONFERENCIER(S) / SPEAKER(S) :
Peter Hoff (University of Washington)

TITRE / TITLE :
Hierarchical eigenmodels for pooled covariance estimation

LIEU / PLACE :
CRM, UdeM, Pav. André-Aisenstadt, 2920, ch. de la Tour, salle 5340

DATE :
Le vendredi 5 décembre 2008 / Friday, December 5, 2008

HEURE / TIME :
15 h 30 / 3:30 p.m.

RESUME / ABSTRACT :
While a set of covariance matrices corresponding to different
populations are unlikely to be exactly equal, they can still exhibit a
high degree of similarity. For example, some pairs of variables may be
positively correlated across most groups, while other pairs may be
consistently negative. In such cases the similarities across
covariance matrices can be described by similarities in their
principal axes, the axes defined by the eigenvectors of the covariance
matrices. Estimating the degree of across-population eigenvector
heterogeneity can be helpful for a variety of estimation tasks.
Similar eigenvector matrices can be pooled to form a central set of
principal axes, and covariance estimation for populations having small
sample sizes can be stabilized by shrinking estimates of their
population-specific principal axes towards the across-population
center. To this end, in this talk we'll discuss a hierarchical model
and estimation procedure for pooling principal axes across several
populations. The model for the across-group heterogeneity is based on
a matrix valued antipodally symmetric Bingham distribution that can
flexibly describe notions of center and spread for a population of
orthonormal matrices.

Une réception suivra (salle 4361) / Cocktail will follow (Room 4361).


******************************************************************
Responsable :
Alejandro Murua (murua at dms.umontreal.ca, (514-343-6987)

http://www.crm.umontreal.ca/cgi/Stats.csh
******************************************************************
-- 
Yoshua Bengio


Plus d'informations sur la liste de diffusion Lisa_seminaires