skip to content
 

Compressed Empirical Measures

Presented by: 
Steffen Grunewalder Lancaster University - Mathematics and Statistic Dept.
Date: 
Thursday 29th March 2018 - 11:00 to 12:00
Venue: 
INI Seminar Room 2
Abstract: 
I will present results on compressed representations of expectation operators with a particular emphasis on expectations with respect to empirical measures. Such expectations are a cornerstone of non-parametric statistics and compressed representations are of great value when dealing with large sample sizes and computationally expensive methods. I will focus on a conditional gradient like algorithm to generate such representations in infinite dimensional function spaces. In particular, I will discuss extensions of classical convergence results to uniformly smooth Banach spaces (think Lp, 1


[ The video of this talk is temporarily unavailable. Please try later. ]

University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons