报告题目：Extreme distribution of Gaussian processes and its role in statistical inference

报告时间：2024-11-27   10:00-11:30

报 告 人：杨立坚  教授（清华大学）

报告地点：数学院二楼报告厅

Abstract:Distributions of Gaussian process extremes (supremum, infimum and absolute supremum) is a subject long studied in probability theory, yet its relevance to statistical inference is inadequately understood. I will illustrate with examples of simultaneous confidence regions (SCRs), and present some recent results on exact quantiles of Gaussian process extremes which provide the indispensable theoretical underpinning of the SCR methodology.