Section: Research Program

Generative model design

The first objective of modal consists in designing, analyzing, estimating and evaluating new generative parametric models for multivariate and/or heterogeneous data. It corresponds typically to continuous and categorical data but it includes also other widespread ones like ordinal, functional, ranks,...Designed models have to take into account potential correlations between variables while being (1) justifiable and realistic, (2) meaningful and parsimoniously parameterized, (3) of low computational complexity. The main purpose is to identify a few theoretical and general principles for model generation, loosely dependent on the variable nature. In this context, we propose two concurrent approaches which could be general enough for dealing with correlation between many types of homogeneous or heterogeneous variables:

• Designs general models by combining two extreme models (full dependent and full independent) which are well-defined for most of variables;

• Uses kernels as a general way for dealing with multivariate and heterogeneous variables.