Notebooks

Statistical Learning Theory with Dependent Data

11 Aug 2021 14:56

See learning theory if that title doesn't make sense. I am particularly interested in learning for ergodic time series. A lot of the work in this area involves strong mixing conditions, especially beta-mixing. I suspect that in many cases strong mixing is not actually needed, but this is a pure hunch on my part with absolutely no evidence to back it up (right now).

See also: Empirical Process Theory; Equations of Motion from a Time Seriesl Ergodic Theory; Inference for Stochastic Differential Equations; Learning Theory; Relational Learning; State-Space Reconstruction; Statistics; Time Series


Notebooks: