QLS seminar - Wednesday, 12 July 14h00: "Entropy and statistical complexity rates of Student's t-process" by Velimir Ilić

[Quantitative Life Sciences Section]

Dear All,

On Wednesday, 6 September 2023 at 14:00 CET, Velimir Ilić (Mathematical 
Institute of the Serbian Academy of Sciences and Arts, Belgrade, Serbia)
will give a seminar titled:*

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*Entropy and statistical complexity rates of Student's t-process*

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*Abstract:*

Student's t-process is a parametrized generalization of the Gaussian 
process, which is widely used for the analysis of heavy-tailed data. 
Although these processes share several principal properties, an 
important difference can be observed once their Renyi entropy rates are 
analyzed instead of the commonly considered Shannon entropy rate. In 
this talk, we show that stationary Student's t-processes have, in 
general, a nonfinite Renyi entropy rate, while a specific class of 
nonstationary Student's t-processes has a finite Renyi entropy rate, 
which is fully opposed to the Shannon case. After that, we extend 
considerations to the generalized statistical complexity rates, which 
represent an interplay between order and disorder levels of a random 
process. We show that the statistical complexity rates are invariant 
with respect to the stationarity of the Student's t-process while 
keeping information about its shape parameter.

_The seminar will take place in the __*Common area*__, ex SISSA 
building, via Beirut 2, second floor__
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You are all most welcome to attend!

Best regards,
Erica

-- 
Erica Sarnataro
Group Secretary
Quantitative Life Sciences
The Abdus Salam International Centre for Theoretical Physics (ICTP)
Trieste,  Italy
Tel. +39-040-2240623
www.ictp.it/research/qls.aspx
e-mail:qls at ictp.it