All Years Seminars
[INMA] 2009-09-15 (14.00) : Multivariable zero-free Transfer Functions and Spectra, and their application in Economic Modelling
At Euler building
Speaker :
Brian ANDERSON (Australian National University)
Abstract :
Central banks and funds investment managers work with mathematical models. In recent years, a new class of model has come into prominencegeneralized
dynamic factor models. These are characterized by having a modest number of inputs, corresponding to key economic variables and industry-sector-wide variables
for central banks and funds managers respectively, and a large number of outputs, economic time series data or individual stock price movements for example.
It is common to postulate that the input variables are linked to the output variables by a finite-dimensional linear time-invariant discrete-time dynamic model, the
outputs of which are corrupted by noise to yield the measured data. The key problems faced by central banks or funds managers are model fitting given the output
data (but not the input data), and using the model for prediction purposes.
These are essentially tasks usually considered by those practicing identification and time series modelling. Nevertheless there is considerable underlying linear system
theory. This flows from the fact that the underlying transfer function matrix is tall.
This presentation will describe a number of consequences of this seemingly trivial fact. For example, a tall transfer function of known McMillan degree but otherwise
generic has no zeros, finite or infinite. A finite sequence of output data in the discrete time case allows recovery of a finite sequence of input data, without knowledge
of the initial state. Canonical state-variable forms take on a special structure, with the number of real parameters growing linearly with the number of outputs, rather
than, as usual, quadratically.
[INMA] 2009-08-26 (16.30) : Colloquium CESAME-MAPA - Quasi-linear functionals and topological measures
At Aud. Ch.-J. de la Vallée Poussin (Cycl01)
Speaker :
Svetlana
BUTLER (University of Illinois at Urbana-Champaign
)
Abstract :
This talk is an introduction to the theory of quasi-linear functionals and topological measures.
Quasi-linear functionals are functionals on C(X) which, rather than being linear on all of C(X), are only
required to be linear on singly generated subalgebras of C(X). The corresponding set-functions on X
are topological measures.
Quasi-linear functionals and topological measures generalize linear functionals and Borel
measures and have many fascinating properties. We will give basic definitions and examples,
discuss some major results in the field so far, and outline venues for further research in this new area of
mathematics.
[INMA] 2009-06-30 (14.00) : "The joint spectral radius: theory and applications."
At Euler building
Speaker :
Jungers, Raphaël M.
Abstract :
I will survey recent results on the joint spectral radius, and more generally on asymptotic properties of products of matrices.
I will put emphasis on nice applications and on open problems, like the finiteness property.
[INMA] 2009-06-04 (16.30) : Colloquium CESAME-MAPA "Fonctions Gevrey et contrôle frontière de certaines EDP"
At Euler building
Speaker :
Pierre ROUCHON (Ecole des Mines, Paris)
Abstract : Après des rappels historiques et définitions sur l'ordre Gevrey des fonctions indéfiniment dérivables,
nous montrerons leur intérêt pour la planification de trajectoires de certains systèmes décrits par des
équations aux dérivées partielles avec contrôle au bord. Les deux exemples traités seront les suivants:
équation de la chaleur avec une frontière libre (problème de Stefan); une particule quantique dans une boite.
Nous montrerons d'une part, en quoi ces deux exemples sont représentatifs de la platitude différentielle pour
les systèmes de dimension infinie, et d'autre part l'intérêt, encore mal compris, des techniques de re-sommation
sur les développements en séries des trajectoires.
[INMA] 2009-05-26 (14.00) : Subset selection for prediction analysis of NIR Spectra
At Euler building
Speaker :
Damien FRANCOIS (CESAME)
Abstract : Spectrometric data involve very high-dimensional observations issued from sampled spectra. The correlation of the resulting spectral variables and
the large number of them imply several difficulties in modelling. This talk will propose a method for clustering the variables in order to perform
subset selection, in order to reduce dimensionality, colliearity, and therefore complexity. Experiments on real world data show that the reduction
in redundancy and in number of features leads to better performances obtained using a very low number of spectral ranges.
Seminars
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Mon – Fri 9:00A.M. – 5:00P.M.
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