报告题目：Multivariate Gaussian Random Fields: Statistical Analysis and Computer Experiments
报 告 人：肖益民密西根州立大学教授
主 持 人：王学军
报告时间：2025年5月14日 (星期三) 15:00-17:00
会议地址：文典阁报告厅
报告摘要：In recent years, a number of classes of new multivariate random elds have been con structed by using various approaches (e.g., covariance matrices, variogram matrices, spectral representations, systems of stochastic partial di erential equations) and have been applied for modeling multivariate spatial data or for computer experiments. In this talk, we provide an overview on several classes of multivariate Gaussian random elds including multivariate Matern Gaussian elds and operator fractional Brownian motion, and vector-valued operator-scaling random elds, and present some recent results on estimation, prediction, and computer experiments of bivariate Gaussian random elds. These results illustrate explicitly the e ects of the dependence structures among the coordinate processes on statistical analysis and computer experiments of multivariate Gaussian random eld models.
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大数据与统计学院
数据融合与开发应用中心
专家简介：肖益民教授是密西根州立大学统计概率系终身教授，2018年成为密西根州立大学Research Foundation Professor。2011年当选为美国数理统计学会会士。主要从事随机场及随机偏微分方程，分形几何，随机场的极值理论,空间统计,非参数估计方面的研究。在国际知名数学和统计杂志发表学术论文160余篇。