Montag, 10. Dezember 2018, 16:45 - 17:45 iCal

ISOR Colloquium

"Inference for Dependent Data with Cluster Learning"

Speaker: Damian Kozbur (Univ. Zurich)

HS 7 (#1.303), 1st floor
Oskar-Morgenstern-Platz 1, 1090 Wien

Vortrag

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This paper proposes a cluster-based inferential procedure. Observations are grouped into clusters which are learned using an unsupervised hierarchical clustering algorithm given a known similarity measure. We use a randomization inference procedure to perform cluster-based inference on the learned clusters. We give conditions under which our procedure asymptotically attains correct size. This paper is joint work with Jianfei Cao, Christian Hansen, Lucciano Villacorta.

Zur Webseite der Veranstaltung

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Veranstalter

Institut für Statistik und Operations Research

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Kontakt

Mag. Vera Lehmwald
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38651
vera.lehmwald@univie.ac.at

Erstellt am Donnerstag, 18. Oktober 2018, 14:00
Letzte Änderung am Dienstag, 23. Oktober 2018, 10:02