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DTSTART;TZID=America/Toronto:20230602T140000
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URL:https://uwaterloo.ca/statistics-and-actuarial-science/events/david-spro
 tt-distinguished-lecture-vladimir-vovk
LOCATION:DC - William G. Davis Computer Research Centre 200 University Aven
 ue West Room: DC 1302 Waterloo ON N2L 3G1 Canada
SUMMARY:David Sprott Distinguished Lecture by Vladimir Vovk
CLASS:PUBLIC
DESCRIPTION:Please Note: This seminar will be given in-person.\n\nDistingu
 ished Lecture Series\n\nVLADIMIR VOVK \n_Royal Holloway\, University of L
 ondon_\n\nRoom: DC 1302\n\nNONPARAMETRIC PREDICTION AND TESTING\n\n-------
 ------------------\n\nThe assumption of randomness (the data are generated
  in the IID\nfashion) is the key assumption used in machine learning and m
 uch of\nnonparametric statistics. My main topics will be prediction under 
 this\nassumption and testing the assumption. The treatment of both topics\
 nwill be based on the relatively recent technique of conformal\nprediction
 \, but I will try to connect it with David A. Sprott's ideas\nand areas of
  research pointing out some paradoxical features of\nprediction and testin
 g in the framework of unrestricted randomness. On\none hand\, they are bar
 ely possible\, in the sense that the existence of\nnon-trivial prediction 
 and testing procedures is fragile: they cease\nto exist when the problem s
 ettings are modified in natural ways. On\nthe other\, such procedures can 
 be highly efficient in realistic\nsituations\; I will give both theoretica
 l and experimental results\ndemonstrating this.\n\n-----------------------
 --
DTSTAMP:20260410T173223Z
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