Séminaire DEVI – Jean-Pierre Florens (TSE)

Date - Heure / Date - Hour
Date(s) - 13/06/2019
10h30 - 11h30

Emplacement / Location
Amphi Bréguet, Bâtiment Bréguet

Convolution on networks

This work analyses the estimation of a linear model Y=Z*b + U where Y,U, Z and b are functions defined on a network and where the convolution operator * is defined through a Fourier transform defined on the network. Networks may be usual networks, homogenous spaces or more generally spaces provided with a Laplacian.

The estimation is realized using Tikhonov regularization under an exogeneity assumption of Z or using the introduction of instrumental functional variable if Z is endogenous.

This is joint work with Andrii Babii, University of North Carolina