Applications of Concentration of Measure to Functional Data Analysis
- đ¤ Speaker: Adam Kashlak (CCA)
- đ Date & Time: Wednesday 04 February 2015, 16:00 - 17:00
- đ Venue: MR14, Centre for Mathematical Sciences
Abstract
Concentration inequalities provide powerful tools for controlling the tail probabilities of Banach space valued random variables. The goal of this research is to apply such tools to functional data that lives in such spaces. Specifically, we will discuss the construction of confidence sets for covariance operators via Talagrand’s inequality and Rademacher symmetrization.
Series This talk is part of the Cambridge Analysts' Knowledge Exchange series.
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Wednesday 04 February 2015, 16:00-17:00