HKUEMS :: Event Details

Seminar on 'Reduced-rank spectral classification with high-dimensional..' by Professor Kung-Sik CHAN
posted by Department of Statistics and Actuarial Science for HKU and Public
Event Type: Public Lecture/Forum/Seminar/Workshop/Conference/Symposium
Event Nature: Science & Technology

Event Details

DEPARTMENT OF STATISTICS AND ACTUARIAL SCIENCE
THE UNIVERSITY OF HONG KONG

Departmental Seminar

Professor Kung-Sik CHAN
University of Iowa
USA

will give a talk

entitled

REDUCED-RANK SPECTRAL CLASSIFICATION WITH HIGH-DIMENSIONAL TIME-SERIES DATA

Abstract

High-dimensional time-series data are increasingly collected for the purpose of classifying the underlying process into one of a few known processes. As the linear dynamical information of a stationary vector process can be succinctly summarized by its spectral density matrix, it is natural to adopt spectral classifiers, which is, however, infeasible with high-dimensional time-series data, because the spectral density matrix is of dimensions 𝑝 × 𝑝 where 𝑝 is the time-series dimension. To overcome the aforementioned curse of dimensionality, we develop new reduced-rank spectral classifiers. The efficacy of the proposed methods will be demonstrated by both simulations and real applications. Some theoretical properties of the proposed approach will be discussed.

The talk is based on joint work with Fuli Zhang.

Date/Time10/08/2018 11:00-12:00
VenueRoom 301, Run Run Shaw Building, HKU
LanguageEnglish
Programmeclick to view
10:45 to 11:00 Refreshments will be served outside Room 301 Run Run Shaw Building
11:00 to 12:00 Seminar

Registration Instruction

Registration is not required.

Contact Information

For further information, please visit:
https://www.saasweb.hku.hk/seminar/seminar.php

Should you have any enquiries, please feel free to contact Ms. Irene Cheung by email at saas@hku.hk or by phone at 3917 2466 or by fax at 2858 9041.