ISyE Faculty Candidate Seminar: Dr. Kobi Abayomi

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Dr. Kobi Abayomi
Visiting Assistant Professor, Duke University

Title: Copula Based Independent Component Analysis

Abstract: We propose a parametric version of Independent Component Analysis (ICA) via Copulas-families of multivariate distributions that join univariate margins to multivariate distributions. Our procedure exploits the role for copula models in information theory and in measures of association, specifically: the use of copulae densities as parametric mutual information, and as measures of association on the rank statistics.


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  • Created By:
    Ruth Gregory
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  • Modified By:
    Fletcher Moore
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