学术报告
学术报告: Height Distribution of Critical Points of Smooth Isotropic Gaussian Random Fields
编辑:发布时间:2019年02月20日

报告人:Dan Cheng 副教授 

        Arizona State University

题目: Height Distribution of Critical Points of Smooth Isotropic Gaussian Random Fields 

时间:2019年03月04日上午10:30

地点:海韵数理楼661

摘要: Motivated by computing p-values for multiple testing of local maxima in signal detection in statistics, we study the height distribution of local maxima and other critical points of smooth isotropic Gaussian random fields parameterized on Euclidean space or spheres. The obtained formulae hold in general in the sense that there are no restrictions on the covariance function of the field except for smoothness and isotropy. The results are based on a characterization of the distribution of the Hessian of the Gaussian field by means of the family of Gaussian orthogonally invariant (GOI) matrices, of which the Gaussian orthogonal ensemble (GOE) is a special case. 

报告人简介:Dr. Dan Cheng is an assistant professor of statistics in the School of Mathematical and Statistical Sciences at Arizona State University. He studies statistical inference of random fields and dependent data, image analysis, signal detection, Gaussian random fields and extreme value theory. He obtained Ph.D. in statistics from Department of Statistics and Probability at Michigan State University in 2013 and B.S. in Mathematics from School of Mathematical Sciences at Beijing Normal University in 2005. Prior to joining ASU in 2018, he was an assistant professor at Texas Tech University during 2016-2018 and a postdoc at North Carolina State University and University of California San Diego during 2013-2016.

联系人:胡杰助理教授

欢迎广大师生参加!