Date: | Tue, November 4, 2014 |
Time: | 9:45 |
Place: | Research I Seminar Room |
Abstract: Starting from the Chi-Squared and Normal distributions, I will give an introduction into the Wishart distribution. I will then move on to motivate uses in covariance matrix estimations, and if time permits (otherwise to be continued in a follow-up talk), I will introduce the inverse Wishart distribution as well.