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Activity Number: 275 - Advances in Dependence Modeling Through Copulas
Type: Invited
Date/Time: Tuesday, July 31, 2018 : 8:30 AM to 10:20 AM
Sponsor: SSC
Abstract #326479 Presentation
Title: Visualizing Dependence in High Dimensions
Author(s): Marius Hofert* and Wayne Oldford
Companies: University of Waterloo and University of Waterloo
Keywords: data visualization; data science; copulas; dependence; pairs; high-dimensional
Abstract:

This talk concerns data visualization as part of data science. It raises the question how high-dimensional data can be visualized, especially for detecting, measuring and testing dependence. To this end, the notion of a zenpath and a zenplot is introduced to search and visualize high-dimensional data. By using any measure of interestingness, a zenpath can construct paths through pairs of variables in suitable ways, which can then be laid out and displayed by a zenplot. Zenpaths and zenplots are useful tools for exploring dependence in high-dimensional data, for example, from the realm of finance, insurance and quantitative risk management. An implementation is provided in the R package zenplots.


Authors who are presenting talks have a * after their name.

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