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Applications of Concentration of Measure to Functional Data Analysis

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If you have a question about this talk, please contact Davide Piazzoli.

Concentration inequalities provide powerful tools for controlling the tail probabilities of Banach space valued random variables. The goal of this research is to apply such tools to functional data that lives in such spaces. Specifically, we will discuss the construction of confidence sets for covariance operators via Talagrand’s inequality and Rademacher symmetrization.

This talk is part of the Cambridge Analysts' Knowledge Exchange series.

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