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ERCIM Working Group

Matrix Computations and Statistics

TOPICS OF THE WORKING GROUP


Considered applications

Signal processing
Econometrics
Quantitative finance
Data filtering
Chemometrics
Information retrieval
Statistical data mining
Data compression and representation
Bioinformatics

Generic problems in statistics

Model selection
Outliers detection
Regression diagnostics
Linear and non linear model estimation
Error analysis and error propagation
Correspondence analysis
Principal components analysis
Partial least squares regression
Parallel factor analysis (PARAFAC)
Cross-validation

Relevant problems in linear algebra

Linear least squares problems
Generalized inverse
Singular Value Decomposition
Eigenvalue problems
Optimization
Iterative methods
Sparse matrix computations


Created by Matrix Computations and Statistics Working Group 2005