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SUMMARY:INDEPENDENT COMPONENT ANALYSIS VIA NONPARAMETRIC MAXIMUM LIKELIHOO
 D ESTIMATION - Prof. Richard Samworth\, Statistical Laboratory\, Universit
 y of Cambridge
DTSTART:20131205T140000Z
DTEND:20131205T150000Z
UID:TALK47430@talks.cam.ac.uk
CONTACT:Prof. Ramji Venkataramanan
DESCRIPTION:*Abstract*: Independent Component Analysis (ICA) models are ve
 ry popular semi-parametric models in which we observe independent copies o
 f a random vector X = AS\, where A is a non-singular matrix and S has inde
 pendent components. We propose a new way of estimating the unmixing matrix
  W = A^-1 and the marginal distributions of the components of S using nonp
 arametric maximum likelihood. Specifically\, we study the projection of th
 e emipirical distribution onto the subset of ICA distributions having log-
 concave marginals. We show that\, from the point of view of estimating the
  unmixing matrix\, it makes no difference whether or not the log-concavity
  is correctly specified. The approach is further justified by both theoret
 ical results and a simulation study.\n\n*Bio*:   Richard Samworth obtained
  his PhD in Statistics from the University of Cambridge in 2004. Following
  a research fellowship at St John's College\, Cambridge\, he was appointed
  to a lectureship in Statistics at the Statistical Laboratory in Cambridge
  in 2005.  He was promoted to a readership in 2010 and to a full professor
 ship from October 2013. Richard remains a fellow of St John's College\, an
 d currently holds an EPSRC Early Career Fellowship (worth GBP 1.2M) for fi
 ve years from December 2012.\n\nHis main research interests are in nonpara
 metric and high-dimensional statistics. Particular topics include shape-co
 nstrained density and other nonparametric function estimation problems\, n
 onparametric classification\, clustering and regression\, Independent Comp
 onent Analysis\, the bootstrap and high-dimensional variable selection pro
 blems.  He was awarded the Royal Statistical Society Research prize (2008)
 \, a Leverhulme Research Fellowship (2011) and the Royal Statistical Socie
 ty Guy Medal in Bronze (2012).  He currently serves as an Associate Editor
  for the Annals of Statistics\, the Journal of the Royal Statistical Socie
 ty Series B\, Biometrika and Statistica Sinica.
LOCATION:LR5\, Engineering\, Department of
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