[ABE-L] Seminário do PPGE/UFPE - Nevena Maric (Union University - Sérvia) - 22/09 (14h00)

['Pablo Martin Rodriguez' via abe-l@ime.usp.br]

Boa tarde a todos(as),

Esta mensagem é para divulgar a próxima palestra do Ciclo de Seminários do
PPGE/UFPE, a ser realizada na próxima quarta-feira, 22/09 (amanhã) pelo
Google Meet. A palestra será ministrada excepcionalmente às 14h00. Para
mais informação sobre o ciclo consultar o site:
https://sites.google.com/view/seminarios-ppge-ufpe

Sobre a palestra:
Bernoulli Correlations unpacked

*Data: *22/09/2021 - 14h00 | *Link: meet.google.com/cwr-oaco-mmk
<https://meet.google.com/cwr-oaco-mmk?hs=224>*

*Palestrante*: Nevena Maric, Union University - Sérvia

*Resumo:* Suppose we want to sample three coins with pairwise correlations
equal to (for example) -0.4. Can we do that? The answer is no. Every
correlation matrix belongs to En, the set of symmetric positive
semi-definite matrices with all diagonal elements equal to 1, but the
opposite is not true in general. For Gaussian marginals, the entirety of En
can be realized, but for other common distributions very little is known. I
will present our contribution in this subject, which is a complete
characterization of the correlations of n-variate symmetric Bernoulli
distributions (for any n) as a polytope, by explicitly identifying its
vertices. The polytope is bijectively related to the well-known CUT(n)
polytope defined as the convex hull of the cut vectors in a complete graph
with vertex set {1,...,n}. This characterization leads also to an explicit
method to verify if a correlation structure is admissible or not, and also
in some cases can be used to simulate from other distributions with
prescribed marginals and correlations.

*Sobre a palestrante:* Possui mestrado em Estatística pelo IMECC-Unicamp e
doutorado em estatística pelo IME-USP. Foi professora associada na
University of Missouri dos EUA e atualmente é professora na Union
University da Sérvia. Sua principal área de atuação é Teoria das
Probabilidades e Processos Estocásticos.

Favor de avisar a possíveis interessados(as).

Um abraço.

Pablo Rodriguez
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