SPA Seminar: Autoregressive Processes on Stiefel and Grassmann Manifolds
- Date: 26 March 2024, 13:15–14:15
- Location: Ångström Laboratory, , 90101
- Type: Seminar
- Lecturer: Aron Persson (Uppsala University)
- Organiser: Matematiska institutionen
- Contact person: Erik Ekström
Aron Persson holds a seminar with the title "Autoregressive Processes on Stiefel and Grassmann Manifolds". Welcome to join!
Abstract: We study autoregressive processes that live on Stiefel and Grassmann manifolds. We define the system parameters as elements in the orthogonal group and we show that the system can be estimated by an approximated generalization of averages of observations.
This is a seminar in our seminar series on Stochastic Pocesses and Applications (SPA).