BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//wp-events-plugin.com//7.2.3.1//EN
TZID:Europe/Paris
X-WR-TIMEZONE:Europe/Paris
BEGIN:VEVENT
UID:7085@i2m.univ-amu.fr
DTSTART;TZID=Europe/Paris:20190325T140000
DTEND;TZID=Europe/Paris:20190325T150000
DTSTAMP:20241120T203415Z
URL:https://www.i2m.univ-amu.fr/evenements/a-diagonally-weighted-matrix-no
 rm-between-two-covariance-matrices/
SUMMARY: (...): A diagonally weighted matrix norm between two covariance ma
 trices
DESCRIPTION:: The square of the Frobenius norm of a matrix $A$ is defined a
 s the sum of squares of all the elements of $A$. An important application 
 of the norm in statistics is when $A$ is the difference between a target (
 estimated or given) covariance matrix and a parameterized covariance matri
 x\, whose parameters are chosen to minimize the Frobenius norm. In this ar
 ticle\, we investigate weighting the Frobenius norm by putting more weight
  on the diagonal elements of $A$\, with an application to spatial statisti
 cs. We find the spatial random effects (SRE) model that is closest\, accor
 ding to the the weighted Frobenius norm between covariance matrices\, to a
  particular stationary Mat\\'ern covariance model.http://hardouinc.perso.m
 ath.cnrs.fr
END:VEVENT
BEGIN:VTIMEZONE
TZID:Europe/Paris
X-LIC-LOCATION:Europe/Paris
BEGIN:STANDARD
DTSTART:20181028T020000
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
TZNAME:CET
END:STANDARD
END:VTIMEZONE
END:VCALENDAR