University of Cambridge > Talks.cam > Machine Learning @ CUED > Prequential Statistics

Prequential Statistics

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact Shaomian Deng.

Machine Learning Tutorial Lecture

Prequential is a portmanteau word for predictive sequential—a broad statistical methodology founded on a view of data (like Mark Twain’s view of history) as “just one darned thing after another”. A variety of statistical methods might be applied to learn projectible regularities in a data-sequence so as to improve forecasting; prequential analysis assesses how well this has been done by contrasting one-step ahead forecasts with realised outcomes.

Many fundamental statistical concepts, such as consistency or efficiency, as well as techniques such as model selection, can be fruitfully redefined within this framework. This talk will outline the basic theory and some of its properties and applications.

This talk is part of the Machine Learning @ CUED series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2024 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity