### Optimization and Systems Theory Seminar

Monday, October 12, 1998, 14.00-15.00, Room 3721, Lindstedtsvägen 25

** Professor
Roger J.-B. Wets**

Department of Mathematics

University of California

Davis, California, USA

####
Variational analysis and statistical estimation

Statistics and optimization have been closely linked from the very
outset. The search for a `best' estimator (least squares, maximum
likelihood, etc.) certainly relies on optimization tools. However,
it's only relatively recently, more specifically in connection with
the development of an approximation and sampling theory for stochastic
programming problems, that the potential contributions that
variational analysis can make to the field of statistical estimation
have come to light. In fact, it allows us to build a new paradigm for
the framing of statistical estimation questions that justifies and
opens the door to the full use of optimization techniques in
statistical estimation.

Calendar of seminars

*Last update: October 13, 1998 by
Anders Forsgren,
andersf@math.kth.se.
*