Dr. A. Suvorikova (WIAS Berlin)
Wednesday, April 18, 2018 - 10:00
Weierstraß-Institut
Mohrenstr. 39, 10117 Berlin, Erhard-Schmidt-Hörsaal, Erdgeschoss
Forschungsseminar Mathematische Statistik
In this work, we focus on forecasting a Gaussian process indexed by probability distributions. We introduce a family of positive definite kernels constructed with the use of optimal transportation distance and provide their probabilistic understanding. The technique allows to forecast efficiently Gaussian processes, which opens new perspective in Gaussian process modelling.
submitted by chschnei (christine.schneider@wias-berlin.de, 030 20372574)