Sverre O. Smalø, Norwegian University of Science and Technology (Trondheim, Norvegia) Degenerations and other orderings on the space of d-dimensional representations of associative algebras Monday, June 04 2007, at 17:00 Dipartimento di Matematica - Università degli Studi - Via Saldini 50 - Milano - Sala di Rappresentanza |
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Timothy J. Sluckin, University of Southampton (Gran Bretagna) The mathematical legacy of Vito Volterra Tuesday, May 22 2007, at 17:00 Dipartimento di Matematica - Politecnico di Milano - Via Bonardi 9 - Milano - Aula Seminari VI piano |
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Erik Weyer, University of Melbourne (Australia) Non-asymptotic confidence regions for the parameters of dynamical systems Tuesday, May 22 2007, at 14:30 Dipartimento di Matematica - Politecnico di Milano - Via Bonardi 9 - Milano - Aula Seminari MOX (VI piano) |
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Abstract
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In this seminar we consider the problem of constructing confidence regions for the model parameters of dynamical systems from observed data. Taking a major departure from previous methods, we introduce a new approach called Leave-out Sign-dominant Correlation Regions (LSCR) which delivers confidence regions with guaranteed probability. Based on subsampling techniques, we derive the exact probability that the true parameters belong to certain regions in the parameter space. By intersecting these regions, a confidence set containing the true parameters with guaranteed probability is obtained. All results hold true for any finite number of data point. Moreover, prior knowledge on the noise affecting the data is reduced to a minimum. The approach will be illustrated on simulation examples, showing that it delivers practically useful confidence sets with guaranteed probabilities. |
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Carlo Petronio, Università di Pisa Combinatorial and geometric methods in topology Monday, April 23 2007, at 17:00 Dipartimento di Matematica - Università degli Studi - Via Saldini 50 - Milano - Sala di Rappresentanza |
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Enzo Mitidieri, Università di Trieste Convexity, representation and Liouville theorems Monday, March 26 2007, at 17:00 Dipartimento di Matematica - Università degli Studi - Via Saldini 50 - Milano - Sala di Rappresentanza |
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Yasuhide Fukumoto, Kyushu University (Giappone) Asymptotic formula for velocity of a vortex ring and kinematic variational principle Wednesday, March 14 2007, at 11:00 Dipartimento di Matematica ed Applicazioni - Università degli Studi di Milano Bicocca - Via Cozzi 53 -Milano Aula 3014 |
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