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分布之间的非参数测试

Nonparametric Tests between Distributions
课程网址: http://videolectures.net/mcslw04_smola_ntbd/  
主讲教师: Alexander J. Smola
开课单位: 亚马逊公司
开课时间: 2007-02-25
课程语种: 英语
中文简介:
再生核Hilbert空间主要用于估计。该领域的分布测试主要涉及随机变量独立性的测试。 我们使用观察空间之间易于计算的标准来给后者的测量边界集中。 此外,我们表明,为了测试两个分布之间的同一性,可以容易地使用类似的标准。 在这两种情况下,我们都证明了测试的必要和充分条件。
课程简介: Reproducing Kernel Hilbert Spaces have been mainly used for estimation. Distributional tests in this area were mainly concerned with tests for independence of random variables. We give concentration of measure bounds for the latter using an easy to compute criterion between spaces of observations. In addition, we show that a similar criterion can be used easily for the purpose of testing the identity between two distributions. In both cases, we prove necessary and sufficient conditions for the tests.
关 键 词: 随机变量独立性; 估计; 再生核Hilbert空间
课程来源: 视频讲座网
最后编审: 2020-01-13:chenxin
阅读次数: 49