Mathematics Colloquium: Dr. Subhadip Pal, "A Bayesian Framework for Modeling Data on the Stiefel Manifold"
Dr. Subhadip Pal from the Department of Bioinformatics and Biostatistics at
UofL will speak at the mathematics department colloquium. The abstract follows:
Directional data emerges in a wide array of applications, ranging from atmospheric sciences to medical imaging. Modeling such data, however, poses unique challenges by virtue of their being constrained to non-Euclidean spaces like manifolds. Here, we present a unified Bayesian framework for inference on the Stiefel manifold using the Matrix Langevin distribution. Specifically, we propose a novel family of conjugate priors and establish a number of theoretical properties relevant to statistical inference.
Conjugacy enables translation of these properties to their corresponding posteriors, which we exploit to develop the posterior inference scheme. For the implementation of the posterior computation, including the posterior sampling, we adopt a novel computational procedure for evaluating the hypergeometric function of matrix arguments that appears as normalization constants in the relevant densities.
Friday, October 19, 2018 at 2:00pm to 3:00pm
Natural Sciences Building, 212D
215 Eastern Parkway , Louisville, Kentucky 40208