In our complex and interrelated world, taking care of dependence is a key task for success in stochastic modeling. The copula framework takes a pivotal role in this area. The conference will bring together researchers from different methodological view points and application areas to provide an up to date forum on dependence modeling and their challenges in view of big data issues. This conference is a continuation of workshops held in Delft (2007, 2008), Oslo (2009), Munich (2011), and Beijing...
In the lectures Prof. Lauritzen shall go through basic elements of undirected graphical Gaussian models, their maximum likelihood theory, and discuss features arising when additional structure such as symmetry and total positivity is taken into account. Prof. Lauritzen describes and discusses alternative methods of estimation and associated existence problems.
Dates: December 4, 2017; January 8, 2018; February 5, 2018.
For an updated list of events please visit the seminar website.