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Tel: 919.685.9350
Fax: 919.685.9360
info@samsi.info

Multivariate Distributions
A Working Group in High Dimensional Inference and Random Matrices

 

Group Leaders: Don Richards, Iain Johnstone

Webmaster: Jayanta Pal

Password Protected Site (future)

 

 

Announcements

Meeting Time: Thurdsay, 10:00-Noon
Location: NISS building, Room 203

Working Groups Dial-in & WebEx Instructions :

WebEx

1. Go to https://samsi.webex.com
2. Click on the meeting you want to join
3. Enter Your Name, Your Email Address and the meeting password from the email
4. The first time meeting manager will run and it will take about a minute to setup-
5. Now you are in the meeting and can use all the features of WebEx

PS: Make sure you are seeing the screen of the presenters, if not send a message or tell via phone

You can learn more about WebEx and take tutorials at university.webex.com and login a guest WebEx URL is samsi.webex.com
Note: WebEx can run slowly on Unix machines

Teleconference Line : 919-685-9338.
Please dial no earlier than 5 minutes prior to working group meeting.
If you are having trouble with WebEx or the Teleconference line please call (919)685-9350

Do not call the toll-free line provided by Webex, which appears in the email invitation for the meeting. Call the 919 mentioned above. In the first meeting there was a confusion, that is why some of our webex users could not hear any sound.

List of topics from the opening workshop :

  • Group Integrals
  • Eigenvalue Distributions , Smallest / Largest Eigenvalues
  • Hypergeometric Functions
  • Distributions Arising From Incomplete Data
  • Applications of pde-s (as in Muirhead-s book)
  • Probability Inequalities (especially for p.d. random matrices)


    • Meeting Activities

    Date Topics & Readings Notes
    09/28/06 Dr. Bala Rajaratnam (SAMSI) : Marginal likelihood for the eigenvalues of covariance matrices Abstract
    10/05/06 Donald Richards : Multimodality of the likelihood function for the Behrens-Fisher problem Slides
    10/12/06 Donald Richards : An introduction to zonal polynomials and hypergeometric functions of matrix argument; Paper : Special functions of matrix argument I: Algebraic induction, Zonal polynomials, and hypergeometric functions.

    Slides.

    10/19/06 Plamen Koev : The combinatorial definition of the Schur, Zonal, and Jack polynomials slides
    10/26/06 Don Richards : Generalizations of the Wishart distribution arising from monotone incomplete multivariate normal data slides
    11/16/06 Jayanta Pal and Don Richards : Discussion on MIMO capacities, representation theory and eigenvalue computations. The materials are available at http://mars.bell-labs.com/ (papers 1,2, 5 ) slides, Smartboard notes
    11/30/06 Noureddine El-Karoui : Finite point processes and eigenvalues of random matrices Smartboard notes
    12/07/06 Joint meeting with geometric Methods working group : Hongtu Zhu, UNC Chapel Hill
    Statistical Analysis of Diffusion Tensors in Diffusion-weighted Magnetic Resonance Image Data    		 Geometric Methods working group
    12/14/06 Makram Talih :
  • Loss functions on the space of covariance/precision matrices.
  • Matrix-valued martingales/random walks
    		• Smartboard notes , Plot 1, Plot 2
         


    Group Members

    Name Affiliation Email Address
    Jeongyoun Ahn University of Georgia jyahn (at) uga.edu
    Edo Airoldi Carnegie Mellon edo (at) cmu.edu
    Leonard Choup UC-Davis choup (at) math.ucdavis.edu
    Noureddine El Karoui UC-Berkeley nkaroui (at) stat.berkeley.edu
    Friedrich Goetze Bielefeld University goetze (at) math.uni-bielefeld.de
    Thomas Guhr Lund Inst. of Technology Thomas.Guhr (at) matfys.lth.se
    Iain Johnstone Stanford imj (at) stanford.edu
    Plamen Koev MIT plamen (at) math.mit.edu
    Stas Kolenikov Univ. of Missouri kolenikovs (at) missouri.edu
    Yoshihiko Konno Japan Women's University konno (at) fc.jwu.ac.jp
    Helene Massam York University massamh (at) yorku.ca
    Jing Naihuan N.C. State jing (at) math.ncsu.edu
    Jayanta Pal SAMSI jpal (at) samsi.info
    Debashis Paul University of california, Davis debashis (at) wald.ucdavis.edu
    Xingye Qiao UNC xyqiao (at) email.unc.edu
    Bala Rajaratnam SAMSI br62 (at) samsi.info
    Don Richards Penn State richards (at) stat.psu.edu
    Igor Rumanov UC-Davis igorrumanov (at) math.ucdavis.edu
    Dhruv Sharma N.C. State dbsharma (at) ncsu.edu
    Leonard Stefanski N.C. State stefansk (at) stat.ncsu.edu
    Ming Yuan Georgia Tech myuan@isye.gatech.edu
         
         

     

     

    Send your comments about this site to: Jayanta Pal