Theory of matrix variate distributions extends classical univariate and multivariate approaches to random matrices, accommodating dependence structures across both rows and columns. Fundamental ...
This project will explore AI enhancements to Variate, Purdue University’s STEM assessment platform, through the integration of the OpenAI Language Model API that powers ChatGPT. The AI-driven ...
This paper develops a method for estimating value-at-risk and conditional value-at-risk when the underlying risk factors follow a beta distribution in a univariate and a matrix-variate setting. For ...