Colloquium, Department of Mathematics and Statistics
Colloquium, Department of Mathematics and Statistics
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Duan Chen

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Thurs. May 8 at 3:00pm in FRET 402

May 01, 2014 by Michael Grabchak
Categories: Spring 2022
Mikhail Malioutov,  Department of Mathematics, Northeastern University
Title:  Compressors, Variable memory Length MC and testing homogeneity of time series
Abstract:  Modeling applications such as literary texts as stationary time series is a firmly established tool in computer linguistics. A popular problem is an authorship attribution of texts which in statistical terms is called homogeneity testing which must be nonparametric with respect to the multivariate distribution of time series since data will never suffice to find their parametric model. An adequate tools turn out to be Variable memory Length MC and Conditional Complexity of  Compression. The latter was initially inspired by analogy with non-computable Kolmogorov Complexity. A review of the underlying theory and many applications will be presented.

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