Predicting the future behavior of a time-varying probability distribution

C. Lampert, in:, IEEE, 2015, pp. 942–950.


Conference Paper | Published | English
Department
Abstract
We study the problem of predicting the future, though only in the probabilistic sense of estimating a future state of a time-varying probability distribution. This is not only an interesting academic problem, but solving this extrapolation problem also has many practical application, e.g. for training classifiers that have to operate under time-varying conditions. Our main contribution is a method for predicting the next step of the time-varying distribution from a given sequence of sample sets from earlier time steps. For this we rely on two recent machine learning techniques: embedding probability distributions into a reproducing kernel Hilbert space, and learning operators by vector-valued regression. We illustrate the working principles and the practical usefulness of our method by experiments on synthetic and real data. We also highlight an exemplary application: training a classifier in a domain adaptation setting without having access to examples from the test time distribution at training time.
Publishing Year
Date Published
2015-10-15
Page
942 - 950
Conference
CVPR: Computer Vision and Pattern Recognition
Conference Location
Boston, MA, United States
Conference Date
2015-06-07 – 2015-06-12
IST-REx-ID

Cite this

Lampert C. Predicting the future behavior of a time-varying probability distribution. In: IEEE; 2015:942-950. doi:10.1109/CVPR.2015.7298696
Lampert, C. (2015). Predicting the future behavior of a time-varying probability distribution (pp. 942–950). Presented at the CVPR: Computer Vision and Pattern Recognition, Boston, MA, United States: IEEE. https://doi.org/10.1109/CVPR.2015.7298696
Lampert, Christoph. “Predicting the Future Behavior of a Time-Varying Probability Distribution,” 942–50. IEEE, 2015. https://doi.org/10.1109/CVPR.2015.7298696.
C. Lampert, “Predicting the future behavior of a time-varying probability distribution,” presented at the CVPR: Computer Vision and Pattern Recognition, Boston, MA, United States, 2015, pp. 942–950.
Lampert C. 2015. Predicting the future behavior of a time-varying probability distribution. CVPR: Computer Vision and Pattern Recognition 942–950.
Lampert, Christoph. Predicting the Future Behavior of a Time-Varying Probability Distribution. IEEE, 2015, pp. 942–50, doi:10.1109/CVPR.2015.7298696.

Link(s) to Main File(s)
Access Level
OA Open Access

Export

Marked Publications

Open Data IST Research Explorer

Sources

arXiv 1406.5362

Search this title in

Google Scholar