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DTSTART:20170223T123000
LOCATION:Braamfontein Campus West The Liberty Actuarial Auditorium, Room 112, 1st Floor, Mathematical Sciences Laboratory Building
DESCRIPTION:The School of Statistics and Actuarial Science will host Salha Mamane to present this seminar. The Wishart distribution is a matrix-variate generalisation of the gamma distribution. Its main application is as a covariance model, thus its pervasive use in finance as a multivariate volatility model. In this seminar, Mamane will present a harmonious construction of Wishart exponential families in graphical models. His method is based on analysis on convex cones.

X-ALT-DESC;FMTTYPE=text/html:**The School of Statistics and Actuarial Science will host Salha Mamane to present this seminar. **The Wishart distribution is a matrix-variate generalisation of the gamma distribution. Its main application is as a covariance model, thus its pervasive use in finance as a multivariate volatility model. In this seminar, Mamane will present a harmonious construction of Wishart exponential families in graphical models. His method is based on analysis on convex cones.

SUMMARY:Wishart laws in graphical models
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