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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:Distinguished Lecture Series\n\nVLADIMIR VOVK \n_Royal Hollowa
 y\, University of London_\n\nRoom: DC 1302\n\n-------------------------\n\
 nNONPARAMETRIC PREDICTION AND TESTINGThe assumption of randomness (the\nda
 ta are generated in the IID fashion) is the key assumption used in\nmachin
 e learning and much of nonparametric statistics. My main topics\nwill be p
 rediction under this assumption and testing the assumption.\nThe treatment
  of both topics will be based on the relatively recent\ntechnique of confo
 rmal prediction\, but I will try to connect it with\nDavid A. Sprott's ide
 as and areas of research pointing out some\nparadoxical features of predic
 tion and testing in the framework of\nunrestricted randomness. On one hand
 \, they are barely possible\, in the\nsense that the existence of non-triv
 ial prediction and testing\nprocedures is fragile: they cease to exist whe
 n the problem settings\nare modified in natural ways. On the other\, such 
 procedures can be\nhighly efficient in realistic situations\; I will give 
 both theoretical\nand experimental results demonstrating this.
DTSTAMP:20260527T013418Z
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