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


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.

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Institut für Statistik und Operations Research


Mag. Vera Lehmwald
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38651