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Participants

Oral presentations:

Leonardo Angeli (Belgium)
Unravelling Age-Specific Transmission Dynamics of COVID-19 through a Formal Sensitivity Analysis
Dominik Beck (Czech Republic)
Fourth Moment of Random Determinant
Taras Bodnar (Sweden)
Reviving pseudo-inverses: Asymptotic properties of large dimensional Moore-Penrose and ridge-type inverses with applications
Katarzyna Filipiak (Poland)
Estimation of parameters under matrix t distribution
Andrej Gajdoš (Slovakia)
Invariant quadratic forms in time series kriging: Distribution structure & computation
Stephen Haslett (New Zealand, Australia)
Using error covariance change to generate new datasets with the same BLUEs and BLUE covariances for a linear model and each of its submodels
Umashankara Kelathaya (India)
On Computation of s-g Inverse
Daniel Klein (Slovakia)
On properties of MANOVA in exchangeable covariance structure setting
Olivier Ledoit (Switzerland)
Quadratic Shrinkage for Large Covariance Matrices
Augustyn Markiewicz (Poland)
Characteristics of quadratic spaces of block matrices
Stepan Mazur (Sweden)
Singular inverse Wishart distribution and its application to portfolio theory
Mika Mattila (Finland)
Some further applications of a lattice theoretic method in the study of singular LCM matrices
Adam Mieldzioc (Poland)
Shrinkage estimation from algebraic point of view
Monika Mokrzycka (Poland)
Maximum likelihood estimation of the structured covariance matrix under the multivariate T-distribution
Malwina Mrowińska (Poland)
Shrinkage estimation from algebraic point of view
Nestor Parolya (The Netherlands)
Logarithmic law of large random correlation matrices
Vinaya P C (India)
Quantitative version of Korovkin type theorems and its application to preconditioners
Jolanta Pielaszkiewicz (Sweden)
Trace of powers of Wishart matrices in testing covariance matrix
Maryna Prus (Germany)
Optimizing the Allocation of Trials to Sub-Regions in Multi-Environment Crop Variety Testing for Multi-Annual Experiments
Simo Puntanen (Finland)
BLUEs remain BLUEs in misspecified models: what happens to the BLUEs’ covariance matrices?
Balaji Ramamurthy (India)
Distance Laplacians of connected graphs
Dietrich von Rosen (Sweden)
The Moore-Penrose inverse of a Wishart matrix and its first moments
Aneta Sawikowska (Poland)
Utilizing Artificial Intelligence and Natural Language Processing Models for Linear Algebra Applications
Naomi Shaked-Monderer (Izrael)
Sign patterns of inverse doubly nonnegative matrices and inverse completely positive matrices
Anna Szczepańska-Álvarez (Poland)
Likelihood ratio test for the structure of a block covariance matrix
Ryo Tabata (Japan)
Matrix Identities Associated with Group Representations
Simi Thomas (India)
Consistent invertibilty and perturbation for property (UW_E)
Xiangfeng Yang (Sweden)
Large deviations of maximal and minimal eigenvalues of sample covariance matrices
Ivan Žežula (Slovakia)
On properties of MANOVA in exchangeable covariance structure setting

Without presentation:

Tomasz Szulc (Poland)
Dominika Wojtera - Tyrakowska (Poland)