20 Ottobre, 2021 11:30
MOX Seminar
Orthogonal decomposition and functional data analysis of bivariate densities in Bayes spaces
Karel Hron, Palacky University - Olomouc
Live: Room B.6.1, Building 14, Politecnico di Milano
Online: mox.polimi.it/elenco-seminari/?id_evento=2083&t=763721
Online: mox.polimi.it/elenco-seminari/?id_evento=2083&t=763721
Abstract
A new orthogonal decomposition for bivariate probability densities embedded in Bayes Hilbert spaces will be presented. It allows one to represent a density into independent and interactive parts, the former being built as the product of revised definitions of marginal densities and the latter capturing the dependence between the two random variables being studied. The developed framework opens new perspectives for dependence modelling (which is commonly performed through copulas), and allows for the analysis of dataset of bivariate densities, in a Functional Data Analysis perspective.
Contact: alessandra.menafoglio@polimi.it