### Abstract:

A statistical application to Gene Set Enrichment Analysis implies calculating the distribution of the maximum of a Gaussian process, which is a modification of the standard Brownian bridge. It is proved that the distribution of interest can be approximated by multi-dimensional Gaussian integrals using the transformation into a boundary crossing problem for Brownian motion and piecewise linear boundaries.  The results of Monte Carlo simulation validating the approximations will be discussed.

Speaker

Nino Kordzakhia

Research Area
Affiliation

Macquarie University

Date

Fri, 09/09/2016 - 4:00pm

Venue

RC-M032, Red Centre, UNSW