Registered Data

[CT074]

  • Session Time & Room
    • CT074 (1/1) : 3D @E501 [Chair: Jose Rodrigo Rojo Garcia]
  • Classification
    • CT074 (1/1) : Design of statistical experiments (62K) / Limit theorems in probability theory (60F)

[00872] Stability Estimates in Bayesian D-Optimal Experimental Design

  • Session Time & Room : 3D (Aug.23, 15:30-17:10) @E501
  • Type : Contributed Talk
  • Abstract : We studied stability properties of the expected utility function in Bayesian optimal experimental design. We proved a convergence rate of the expected utility with respect to a likelihood perturbation. This rate is uniform over the design space. As an example we have non-linear Bayesian inverse problems with Gaussian likelihood satisfying general assumptions. Theoretical convergence rates are demonstrated numerically in three different examples.
  • Classification : 62K05, 62F15, 35R30, Bayesian Inverse Problems
  • Format : Talk at Waseda University
  • Author(s) :
    • Tapio Helin (Lappeenranta University of Technology)
    • Duc-Lam Duong (Lappeenranta University of Technology)
    • Jose Rodrigo Rojo Garcia (Lappeenranta University of Technology)

[01009] A phase transition of various retention rules from multivariate analysis for big datasets.

  • Session Time & Room : 3D (Aug.23, 15:30-17:10) @E501
  • Type : Industrial Contributed Talk
  • Abstract : Estimating the number of significant components(factors, resp.) from principal component analysis(explanatory factor analysis, resp.) in datasets of finance/biology is essential. However, statistical software's default estimation method behaves pathologically for big datasets. We analyze the phase transition of the default rule as to the intra-class correlation of various data-generation models, and introduce a more acceptable estimation by random matrix theory for large sample correlation matrices. We also compare our rule to retention rules proposed to date.
  • Classification : 60F15, 62H25
  • Format : Online Talk on Zoom
  • Author(s) :
    • Atina Husnaqilati (Mathematics Department, Universitas Gadjah Mada)
    • Yohji Akama (Mathematical Institute, Tohoku University)

[01051] Moderate Deviations for Shell Model of Turbulence

  • Session Time & Room : 3D (Aug.23, 15:30-17:10) @E501
  • Type : Contributed Talk
  • Abstract : This work establishes the central limit theorem and moderate deviation principle for stochastic shell model of turbulence driven by multiplicative noise. The method of weak convergence introduced by Budhiraja and Dupuis has been followed in order to establish our results. The equivalence of Laplace principle and large deviation principle under Polish spaces contributes to reduce the complexity.
  • Classification : 60F05, 60H15
  • Format : Online Talk on Zoom
  • Author(s) :
    • Sridevi C.S. (Bharathiar University, Coimbatore, Tamil nadu)

[02188] Rare events of weak noise-driven dynamical systems

  • Session Time & Room : 3D (Aug.23, 15:30-17:10) @E501
  • Type : Contributed Talk
  • Abstract : Real-world dynamical systems can be susceptible to events with a low probability of occurrence but severe repercussions. The aim is to asymptotically quantify the likelihood of these events in dynamical systems represented by stochastic differential equations (SDEs). First, we will go through the mathematical framework for investigating such situations. Then, we will demonstrate a numerical obstacle when using a rare events method due to diverging the tilting factor, aka Radon-Nikodym derivative. A solution will be proposed and shown using multiple scenarios.
  • Classification : 60F10, 65C20, 49M05, 49M29, 65C05
  • Author(s) :
    • Mnerh Alqahtani (University of Hafr Al Batin)
    • Tobias Grafke (University of Warwick)