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Inference on covariance operators via concentration inequalities: K-sample tests, classification, and clustering via rademacher complexities

Published version
Peer-reviewed

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Type

Article

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Authors

Kashlak, AB 
Aston, JAD 
Nickl, R 

Abstract

We propose a novel approach to the analysis of covariance operators making use of concentration inequalities. First, non-asymptotic confidence sets are constructed for such operators. Then, subsequent applications including a k sample test for equality of covariance, a functional data classifier, and an expectation-maximization style clustering algorithm are derived and tested on both simulated and phoneme data.

Description

Keywords

Functional data analysis, Manifold data, Non-asymptotic confidence sets, Concentration of measure

Journal Title

Sankhya: The Indian Journal of Statistics

Conference Name

Journal ISSN

0972-7671
0976-8378

Volume Title

81A

Publisher

Springer Science and Business Media LLC
Sponsorship
Engineering and Physical Sciences Research Council (EP/K021672/2)
Engineering and Physical Sciences Research Council (EP/L016516/1)