Seminar series
Date
Thu, 26 May 2022
Time
16:00 - 17:00
Location
Virtual
Speaker
Zoltan Szabo
Organisation
London School of Economics

Hilbert-Schmidt independence criterion (HSIC) is among the most widely-used approaches in machine learning and statistics to measure the independence of random variables. Despite its popularity and success in numerous applications, quite little is known about when HSIC characterizes independence. I am going to provide a complete answer to this question, with conditions which are often easy to verify in practice.

This talk is based on joint work with Bharath Sriperumbudur.

Further Information

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