Dear all
Please note a joint Statistics and CS seminar
Title: Time Series Graphical Modelling via Partial Coherence and Lessons from EEG Analysis
Speaker: Prof. Andrew Walden, Imperial College London, https://www.imperial.ac.uk/people/a.walden
Location: ALT2 (Arts Lecture Theatre 2), Royal Holloway, University of London, Egham
Time: 15:00, Tue 30 Jan 2018
Abstract:
In several areas of science, such as pollution monitoring and
neuroscience, the ability to create a graphical model to help visualise
relationships between time series is very useful. One approach to time
series graphical modelling utilises partial coherence between pairs of
series: it being zero for all frequencies corresponds to a missing edge
in the graph. If partial coherence methodology is to be successfully
used on EEG data then careful consideration must be given to practical
issues such as mixed spectra and poorly condition spectral matrices. The
treatment of spectral lines is discussed. Dealing with poor conditioning
via spectral matrix shrinkage reveals very different influences on
partial coherence estimates may result, depending on the loss function
chosen. The production of a meaningful result in practice is much harder
than might be anticipated from the theory.
Anyone wishing to also join us for lunch with the speaker, please come to McCrea 251 by 1pm.
Kind regards
Dr Alexey A. Koloydenko
Senior Lecturer in Statistics
Mathematics Department
McCrea 251
Royal Holloway, University of London
Egham, TW20 0EX
tel: +44(0)1784276421
email: [log in to unmask]
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