14 Dec 14:00 Daniil Ryabko: Sequence prediction for arbitrary classes of processes

Dr. Daniil Ryabko (INRIA) will be visiting Helsinki on December 14-15.
and he will be giving a guest lecture on Monday December 14th at 10:15 in room B222 of the Exactum building at the Kumpula campus.


Sequence prediction for arbitrary classes of processes


The problem is predicting probabilities of the next outcome of a sequence of observations, in an on-line fashion. It is assumed that the sequence is generated by some probabilistic process, whose nature is unknown, but it is assumed that this process comes from a known set C.
We try to identify the strategies for finding predictors in this general formulation, as well to answer the following simple question: for which classes C does there exist a consistent (for different notions of
consistency) predictor? One of the main results is the demonstration that when there is a consistent predictor, there is also a consistent Bayesian predictor concentrated on a countable subset of C.

More information on Daniil's work:

Anybody interested in having a chat with Daniil after the talk: check the calendar named "Daniil Ryabko" in the Google calendar (log in as "csvieras", password: "whoisthis"), and feel free to book a slot for a meeting (but remember to add your name, room number and email address in the event details). I will be coordinating his visit, so please also notify me email by if you add an event in the calendar.

Last updated on 4 Jan 2010 by WWW administrator - Page created on 14 Dec 2009 by Visa Noronen