Kernel-based statistical algorithms have found wide success in statistical machine learning in the past ten years as a non-parametric, easily computable engine for reasoning with probability measures. The main idea is to use a kernel to facilitate a mapping of probability measures, the objects of interest, into well-behaved spaces where calculations can be carried out. This methodology has found wide application, for example two-sample testing, independence testing, goodness-of-fit testing, parameter inference and MCMC thinning. Most theoretical investigations and practical applications have focused on Euclidean data. This talk will outline work that adapts the kernel-based methodology to data in an arbitrary Hilbert space which then opens the door to applications for functional data, where a single data sample is a discretely observed function, for example time series or random surfaces. Such data is becoming increasingly more prominent within the statistical community and in machine learning. Emphasis shall be given to the two-sample and goodness-of-fit testing problems.
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- DataSig Seminar