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Joint ERCIM Actions
ERCIM News No.49, April 2002
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ERCIM Working Group Matrix Computation and Statistics - Second Workshop

by Bernard Philippe

The second workshop of the Working Group on Matrix Computation and Statistics was held in Rennes, France on 14-15 February 2002.

The Working Group 'Matrix Compu-tation and Statistics' aims to find new topics of research emerging from several statistical applications that involve the use of linear algebra methods. The members are particularly interested in very large problems requiring the design of reliable, robust and fast procedures.

Second Workshop
The second workshop of the working group was hosted by INRIA in Rennes. Thirty participants attended fifteen presentations including two invited talks.

Nick Higham gave the first invited lecture on a problem of linear algebra encountered in Finance for the stock correlation study. The second invited speaker, Eric Moreau, presented the state-of-the-art for Independent Component Analysis a popular problem in signal processing. Both talks were video recorded and are available at: http://www.irisa.fr/bibli/videos/.

Thirteen other speakers presented various problems encountered in computational statistics, statistical signal processing and statistical communications. A number of presentations focused on ill conditioned linear systems arising in large least square problems and considered associated techniques as SVD or rank-revealing factorisations. Three talks were related to regression models and finally one talk was devoted to adaptive detection in mobile communication. The workshop programme, the abstracts and the slides of each presentation are available at the group’s website.

The third workshop will be held in Neuchatel, 9-10 November, 2002.

Links:
Website of the group:
http://www.irisa.fr/sage/wg-statlin/
http://www.unine.ch/iiun/matrix/index.htm
Videos of the invited talks: http://www.irisa.fr/bibli/videos/

Please contact:
Bernard Philippe, INRIA
Tel: +33 2 99 84 73 38
E-mail: Bernard.Philippe@irisa.fr