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BEGIN:VEVENT
UID:fe37a0ae5221daec8843921c30539d4e
DTSTAMP:20260905T000825Z
SUMMARY:Statistics Seminar: Prof Dr Carlos Amendola (TUM/Universitat Ulm) 
 — Likelihood Geometry of Correlation Models
DESCRIPTION:Title: Likelihood Geometry of Correlation Models\n\nAbstract: C
 orrelation matrices are standardized covariance matrices. They form an aff
 ine space of symmetric matrices defined by setting the diagonal entries to
  one. We study the geometry of maximum likelihood estimation for this mode
 l and linear submodels that encode additional symmetries. We also consider
  the problem of minimizing two closely related functions of the covariance
  matrix: the Stein’s loss and the symmetrized Stein’s loss. Unlike the
  Gaussian log-likelihood\, these two functions are convex and hence admit 
 a unique positive definite optimum. This is joint work with Piotr Zwiernik
 .\n
URL:https://www.imperial.ac.uk/events/127981/statistics-seminar-prof-dr-car
 los-amendola-tum-universitat-ulm-likelihood-geometry-of-correlation-models
 /
DTSTART;TZID=Europe/London:20201218T140000
DTEND;TZID=Europe/London:20201218T150000
LOCATION:United Kingdom
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DTSTART:20201218T140000
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