Date: 2025-01-17
Time: 15:30-16:30 (Montreal time)
Location: In person, Burnside 1104
https://mcgill.zoom.us/j/82903352833
Meeting ID: 829 0335 2833
Passcode: None
Abstract:
The analysis of multivariate count data is fundamental in various fields. An appropriate model must be able to be flexible enough for inducing correlation, but also simple for inference and interpretation. One such model is the Pólya Splitting model, which randomly decomposes the sum of a discrete vector into its components. This simple approach offers several compelling properties. However, it imposes the constraint that the dependency structure must be identical across all components. To overcome this limitation, a generalization of this model called Tree Pólya splitting is proposed. For this new model, the splitting process is represented by a tree structure, allowing for more flexibility. In this seminar, we will define the Tree Pólya Splitting model and explore various properties, including marginal distributions, factorial moments, and the dependency structure.
Speaker
Samuel Valiquette is a postdoctoral fellow at McGill University working under the supervision of Christian Genest and Johanna Nešlehová. He completed his PhD in mathematics in July 2024 at Université de Sherbrooke and Université de Montpellier. His research interests include extreme value theory and multivariate modeling, with a focus on analyzing dependency structures within both discrete and continuous random distributions.