Matrix Computations and Statisticsabout and arround

Cristian Gatu

1Faculty of Computer Science“Alexandru Ioan Cuza” University of Iasi, Romania

23.10.2015

Content

MCS group

PN-II-RU-TE-2011-3-0242

COST Action IC1408

COMPSTAT 2018

Matrix Computations and Statistics group

University of Neuchatel, Switzerland, 2003

CMStatistics ERCIM working group

Research interests

I Areas:I Computational statistics

I Combinatorial algorithms

I Heuristic optimization

I Specific interests:I Model selection

I Numerical estimation

I Algorithms

Content

MCS group

PN-II-RU-TE-2011-3-0242

COST Action IC1408

COMPSTAT 2018

PN-II-RU-TE-2011-3-0242

I Funded by: Romanian National Authority for ScientificResearch, CNCS–UEFISCDI.

I Project title: Numerical estimation and combinatorialstrategies for statistical modeling

I Project code: PN-II-RU-TE-2011-3-0242

I Contract number: 80 / 5th of October 2011

I Duration: 3 years

I Project manager: Cristian Gatu

TE-2011-3-0242: Members

Research team

I Cristian Gatu

I Mircea-Ioan Cosbuc

Administrative staff

I Mirela-Elena Ciobanu

External collaborators

I Erricos John Kontoghiorghes

I Paolo Foschi

I Stella Hadjiantoni

I Alexandru Mandes

TE-2011-3-0242: Publications

Journal papers

I C. Gatu and E.J. Kontoghiorghes. A fast algorithm fornon-negativity model selection. Statistics and Computing, 23(2013), pp. 403-411.

I M. I. Cosbuc, C. Gatu, E. J. Kontoghiorghes. A generalized singularvalue decomposition strategy for estimating the block recursivesimultaneous equations model, Computational Economics 2015,(submitted).

Book chapters

I A. Mandes, C. Gatu, P. Winker. Convergence of Heuristic basedEstimators of the GARCH Model. Towards Advanced DataAnalysis by Combining Soft Computing and Statistics. Eds. C.Borgelt, et al., Springer, 2013, pp. 151-163.

Papers under preparation

I C. Gatu, C. Barna, E.J. Kontoghiorghes. A graph approach to findthe best cluster-set for each possible number of clusters, 2015, (tobe submitted).

TE-2011-3-0242: Conferences

1. C. Gatu, C. Barna, E. Kontoghiorghes. Directed graphs based strategies for solving the clustering problem.7th International Workshop on Parallel Matrix Algorithms and Applications (PMAA’2012), London,United Kingdom, 28-30 June 2012.

2. M. Cosbuc, C. Gatu, E. Kontoghiorghes. A GSVD strategy for estimating the simultaneous equationsmodel. 7th International Workshop on Parallel Matrix Algorithms and Applications (PMAA’2012),London, United Kingdom, 28-30 June 2012.

3. M. Cosbuc, C. Gatu, E. Kontoghiorghes. A GSVD strategy for estimating the simultaneous equationsmodel. 20th International Conference on COMPUTATIONAL STATISTICS (COMPSTAT 2012),Limassol, Cyprus, 27-31 August 2012.

4. C. Gatu, E. Kontoghiorghes. Computational strategies for non-negativity model selection. 5thInternational Conference of the ERCIM Working Group on Computing & Statistics (ERCIM 2012),Oviedo, Spain, 1-3 December 2012.

5. M. Cosbuc, C. Gatu, E. Kontoghiorghes. A GSVD strategy for estimating the SEM and SURE models.5th International Conference of the ERCIM Working Group on Computing & Statistics (ERCIM 2012),Oviedo, Spain, 1-3 December 2012.

6. M. Cosbuc, C. Gatu, E. Kontoghiorghes. An efficient algorithm for estimating block recursivesimultaneous equations model. 6th International Conference of the ERCIM WG on Computational andMethodological Statistics (ERCIM 2013), Senate House, University of London, London, United Kingdom,14-16 December 2013.

7. C. Gatu, M. Cosbuc, E. Kontoghiorghes. A computational efficient strategy for estimating the blockrecursive simultaneous equations model. 21st International Conference on COMPUTATIONALSTATISTICS (COMPSTAT 2014), Geneva, Switzerland, 19-22 August 2014.

8. C. Gatu, C. Barna, E. Kontoghiorghes. A graph approach for minimum within-cluster sum of squaresgrouping. Computationally Intensive Methods in Statistics & Econometrics. Satellite meeting ofCOMPSTAT 2014, Neuchatel, Switzerland, 23 August 2014.

Content

MCS group

PN-II-RU-TE-2011-3-0242

COST Action IC1408

COMPSTAT 2018

COST Action IC1408: CRoNoS

COST Action IC1408: CRoNoS – Working Groups

I WG A - Data management and applications

I WG B - Models and methods

I WG C – Computational tools

I WG D – Resampling-based inferences

I WG E - Software

COST Action IC1408: CRoNoS – Agenda

I 1st WGs meeting: Rome, 19-20 June 2015

I 1st MC meeting and 2nd WGs meetings: London, 11-13December 2015

I 3rd WGs meetings: Limassol, 20-21 March 2016

I Iasi, Autumn 2016 or Spring 2017

Content

MCS group

PN-II-RU-TE-2011-3-0242

COST Action IC1408

COMPSTAT 2018

Computational Statistics (COMPSTAT)

Endorsed and co-organized byIASC International Association for Statistical Computing,an association ofISI – International Statistical Institute

I COMPSTAT 1974 Vienna (Austria)... ... ...

XVII COMPSTAT 2006 Rome (Italy)XVIII COMPSTAT 2008 Porto (Portugal)

XIX COMPSTAT 2010 Paris (France)XX COMPSTAT 2012 Limassol (Cyprus)

XXI COMPSTAT 2014 Geneva (Switzerland)XXII COMPSTAT 2016 Oviedo (Spain)

XXIII COMPSTAT 2018 Iasi (Romania)