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Submitted by pscully on Mon, 02/23/2009 - 11:30.
03/03/2009 - 15:30
Peter J. Bickel (UC Berkeley)
You are invited to:
UC Davis / UC Berkeley Colloquium
TUESDAY, March 3rd, 2009 at 3:30pm, Cabernet Room, Silo
Refreshments at 3:30pm; the seminar will begin at 4:10pm.
There will be a post-seminar reception from 5:30pm-7:00pm in the Statistics lounge (MSB 4110). We will walk there from the Silo.
If you would like to attend this event, please sign up at the Statistics department front desk, or send an email to Pete Scully (pscullywald.ucdavis.edu), so we can get an idea of how many might attend.
Those interested are cordially invited to join us for a no-host dinner at a nearby Davis restaurant after the event, leaving no later than 7:00pm; please let us know if you wish to join us for the dinner.
Speaker: Peter J. Bickel (UC Berkeley)
Title: Banded approximation to inverses of bandedly approximable matrices and operators with applications to covariance matrix estimation and strong mixing of Gaussian processes
(joint work with M. Lindner(
Abstract: It is a well known result , based on the theory of C* algebras, that the operator norm closure of banded operators from l_2 to l_2 is closed under inversion.
We make this result explicit by giving bounds on operator norm approximation by banded matrices to the inverse of a matrix M given a bound on the approximation by banded matrices to M. These results and generalizations are used to derive properties of methods of estimation of sparse (in a suitable sense) high dimensional covariance matrices and their inverses and to derive a simple strong mixing condition for general (nonstationary) Gaussian processes.
Directions: to get a campus map, please go to: http://www.cevs.ucdavis.edu/map/UCD_Map_20050926.pdf and print the pdf in landscape mode. The MSB is marked "Math Sci" in square A-8. The Silo (to be distinguished from South Silo) is in square D-8. Parking lots VP 47 and VP 47A are in squares A-6 and A-7. Best is to take the UC Davis exit from eastbound I-80.
Please note: this event is part of the STA/BST 290 Seminar series.