Carissimi colleghi, scusandomi per eventuali invii multipli, vi inoltro il seguente annuncio di seminario.
Tutti gli interessati sono invitati a partecipare.
Cordialmente, Enea Bongiorno
-------------------------------- 22 novembre ore 16.00 - aula 206, campus Perrone, via Perrone, 18, Novara. Università del Piemonte Orientale. - on-line: https://meet.google.com/ign-wqer-sjs
*Finite-sample exact prediction bands for functional data* *Prof. Simone Vantini, Politecnico di Milano*
*Abstract:* The talk will deal with the key challenge of creating prediction bands for a new observation in the functional data framework given a training set of observed functional data and possibly in presence of covariates, either scalar, categorical, or functional. Starting from the investigation of the literature concerning this topic, we propose an innovative approach building on top of Conformal Prediction and Functional Data Analysis able to overcome the main drawbacks associated to the existing approaches. Under minimal distributional assumptions (i.e., exchangeability of the random functions), we will show how the new proposed nonparametric method (i) is able to provide prediction regions which could visualized in the form of bands, (ii) is guaranteed with exact coverage probability also for finite sample sizes, and finally (iii) is computational efficient. Different specifications of the method will be compared in terms of efficiency in some simulated and real case scenarios also in the case of multi-dimensional domain and/or codomain.
----------------------------------- Locandina dell'evento https://drive.google.com/drive/folders/1VJXOiNVwkDI8w2wE0hMqcjFgVzEa7vi4?usp=drive_link Seminari Matematici Statistici https://sites.google.com/uniupo.it/seminari-ms/home-page -----------------------------------