Regularized Kernel-based Hypothesis Testing

Regularized Kernel-based Hypothesis Testing

Neyman Seminar
Jan 12, 2011, 04:10 PM - 05:00 PM | 1011 Evans Hall | Happening As Scheduled
Zaid Harchaoui, LEAR Project-Team of INRIA (France) (Speaker)
We introduce kernel-based methods for change-point detection. We first review operator-theoretic tools for kernel-based modelling of probability distributions. We describe how to build a principled test statistic for testing the homogeneity of two samples. Then, we consider change-point analysis of a sequence of temporal observations. Change-point analysis of an unlabelled sample of observations...