Department of Mathematics and Statistics, Binghamton University

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seminars:stat:151119 [2015/11/10 21:10] – qiaoseminars:stat:151119 [2015/11/15 22:10] (current) – qiao
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 +<WRAP centeralign>##Statistics Seminar##\\ Department of Mathematical Sciences</WRAP>
  
 +~~META:title =November 19, 2015~~
 +<WRAP 70% center>
 +^  **DATE:**|Thursday, November 19, 2015 |
 +^  **TIME:**|1:15pm to 2:15pm |
 +^  **LOCATION:**|WH 100E |
 +^  **SPEAKER:**|Vladislav Kargin, Binghamton University|
 +^  **TITLE:**|On singular Values of the Reduced-Rank Regression|
 +</WRAP>
 +\\ 
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 +<WRAP center box 80%>
 +<WRAP centeralign>**Abstract**</WRAP> I will talk about the multivariate linear regression in the case when the number
 +of responses and predictors is large and comparable with the number of observations. One
 +approach uses the reduced-rank regression, in which the rank of the
 +coe fficient matrix is assumed to be small. I will relate this problem to certain problems in random matrix theory. I will also talk about algorithms for the model rank selection and about consistent estimation of the singular values of the coefficient matrix.
 +</WRAP>