On the Hierarchical Modeling Technique with Applications

演講地點: 

天數 202

時間: 

2018-04-09 (星期一) 14:00 - 15:00

演講摘要: 

In this talk, I will discuss the fundamentals of the hierarchical modeling technique and some applications in physical sciences and big data analysis, including a fast hierarchical algorithm for evaluating the probabilities and expectations of the p-dimensional truncated multivariate normal distributions. By utilizing the low-rank and low-dimensional structures in the inverse of the covariance matrix, and by processing the compressed information efficiently on a hierarchical tree, the computational complexity of evaluating a p-dimensional integral can be reduced to the asymptotically optimal O(p).

茶會: 

15:00 - 15:30

附件: