Seminar in applied mathematics and statistics – University of Copenhagen

Seminar in applied mathematics and statistics

SPEAKER: Mathias Drton (University of Washington)

TITLE: Parameter Identification in Structural Equation Models

ABSTRACT: We consider statistical models that relate random variables of
interest via a linear equation system that features stochastic noise.
These models, also known as structural equation models, are naturally
represented by a mixed graph, with directed edges indicating non-zero
coefficients in the linear equations and bidirected edges indicating
possible correlations among noise terms.  In this talk we report on
progress on combinatorial conditions for parameter identifiability.
Identifiability holds if the parameters associated with the edges and
nodes of the graph can be uniquely recovered from the covariance
matrix they define.

Tea and chocolate will be served in room 04.4.19 after the seminar.


Upcoming seminars:

January 22, 14:15: Mohamad Elmasri (McGill University)

January 26, 13:15: Gherardo Varando (Universidad Politécnica de Madrid)

February 2, 13:15: Axel Munk (Göttingen)

April 6, 13:15: Kayvan Sadeghi (Cambridge)