講座題目 | On the independence of linear and quadratic forms in matrix normal distribution and Wishart distribution | ||
主辦單位 | 數理與統計意昂2 | 協辦單位 | 應用統計系 |
講座時間 | 6月22日10:00-11:00 | 主講人 | Jiyuan Tao |
講座地點 | 行政樓1308室 | ||
主講人簡介 | Jiyuan Tao，博士，美國馬裏蘭洛約拉大學（Loyola University Maryland）數學與統計系教授。畢業於美國馬裏蘭大學, 巴爾的摩（University of Maryland👩🔬，Baltimore County）應用數學專業💁🏻♂️。主要研究興趣👃：應用分析🙅🏼、有限維優化和歐幾裏德若當代數。研究成果發表在Mathematical Programming, Mathematics of Operations Research（最優化領域的頂尖雜誌）→，Optimization Methods and Software, Journal of Optimization Theory and Applications, Journal of Global Optimization, Linear and Multilinear Algebra和Linear Algebra and its Applications等國際權威雜誌👨🏽🦱。 | ||
講座內容簡介 | It is well-known that the Craig-Sakamoto theorem establishes the independence of two quadratic forms in normal variates. Replacing the random normal vectors by the random normal matrices and Wishart variates, in this talk, we present interconnections between the independence of linear forms, quadratic forms, trace forms in matrix normal distribution and Wishart distribution. We show that the Craig-Sakamoto theorem still establishes the independence of two quadratic forms in matrix normal distribution, but it does not establish the independence of two quadratic forms in Wishart variates. | ||