presents
Ben Kedem
FROM University of Maryland
College Park, Maryland
Out of Sample Fusion
Abstract TBA
A great deal of the statistical literature deals with a
single sample coming from a
distribution, univariate or multivariate. As such this
practice overlooks potentially
useful information from other sources including information from
artificial sources.
An out of sample fusion method will be presented where an
original real sample
is fused or combined with independent computer generated
samples in the
estimation of very small tail probabilities under certain
assumptions. More generally,
out of sample fusion opens the door to a bootstrap counterpart where
inference is
based on external rather than within sample data
Friday, April 5
3:00pm - 4:00pm
2203 SAS Hall