5 minutes Lebesgue

Hideyuki Ishi, Analyse sur les cônes homogènes et au-delà

Hideyuki Ishi, de l'université de Nagoya, est invité par le Centre Henri Lebesgue.

Analysis on homogeneous cones and beyond

The set of positive definite real symmetric matrices is a typical example of homogeneous cone. Because of its rich symmetry, a lot of beautiful integral formulas hold over the homogeneous cone. And recently, statisticians find that some of the formulas are valid even for non-homogeneous cones.

Les 5 minutes Lebesgue

LAREMA
22 March 2016
scientifique
scientifique
Mathematical field: 
analysis, statistics
Keywords: 
fonction gamma, cône, intégrale, homogénéité

Références

H. Ishi "Homogeneous cones and their applications to statistics", pp. 135--154.
G. Letac "Decomposable graphs", pp. 155--196.

Modern methods of multivariate statistics, Travaux en Cours 82, Ed. by P. Graczyk and A. Hassairi, Hermann, Paris, 2014.

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File 5min-ishi.mp465.54 MB

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