Nino Kordzakhia

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.
Nino Kordzakhia
Macquarie University
Fri, 09/09/2016 - 4:00pm
RC-M032, Red Centre, UNSW