Wishart laws in graphical models
| When: | Thursday, 23 February 2017 - Thursday, 23 February 2017 |
| Where: | Braamfontein Campus West The Liberty Actuarial Auditorium, Room 112, 1st Floor, Mathematical Sciences Laboratory Building |
| Start time: | 12:30 |
| Enquiries: | Edith.Mkhabela@wits.ac.za / (011) 717-6272 |
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.
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